phase_ is set when data_transformer is constructed using the global Caffe::phase() state.
https://github.com/BVLC/caffe/blob/master/include/caffe/data_transformer.hpp#L18

This is done when the test net is constructed in InitTestNets.
https://github.com/BVLC/caffe/blob/master/src/caffe/solver.cpp#L153

Caffe::phase() is still Caffe::TRAIN at this point.