Don't wrap set-local-history.

See issue #137.  A reproduction recipe for testing this change:

$ zsh -f
% bindkey -e
% source <the script from http://www.zsh.org/mla/users/2014/msg00321.html users/18584>
% source zsh-syntax-highlighting.zsh
% echo foo
% echo bar
% <^R>echo<^R>

This finds the 'echo foo' with this change but not without it.

zsh-syntax-highlighting.zsh

@@ -171,7 +171,7 @@ _zsh_highlight_bind_widgets()
 
   # Override ZLE widgets to make them invoke _zsh_highlight.
   local cur_widget
-  for cur_widget in ${${(f)"$(builtin zle -la)"}:#(.*|_*|orig-*|run-help|which-command|beep|yank-pop)}; do
+  for cur_widget in ${${(f)"$(builtin zle -la)"}:#(.*|_*|orig-*|run-help|which-command|beep|yank-pop|set-local-history)}; do
     case $widgets[$cur_widget] in
 
       # Already rebound event: do nothing.