You may be seeing a bug 4 from an older version of PyTorch. Make sure your PyTorch is up to date (examine torch.__version__).
Also the torch.cat call should be along dim 1, not dim 0. (dim 0 is batch). With that fixed, test and test_cat match for me (PyTorch 1.0.1.post2):
...
test_cat = torch.cat([test_0, test_1, test_2], dim=1)  # NOTE dim=1
torch.allclose(test, test_cat)  # True