Cleanup set info. (#10139)

- Use the array interface internally.
- Deprecate `XGDMatrixSetDenseInfo`.
- Deprecate `XGDMatrixSetUIntInfo`.
- Move the handling of `DataType` into the deprecated C function.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

tests/cpp/gbm/test_gbtree.cc

@@ -408,7 +408,7 @@ class Dart : public testing::TestWithParam<char const*> {
     for (size_t i = 0; i < kRows; ++i) {
       labels[i] = i % 2;
     }
-    p_mat->SetInfo("label", labels.data(), DataType::kFloat32, kRows);
+    p_mat->SetInfo("label", Make1dInterfaceTest(labels.data(), kRows));
 
     auto learner = std::unique_ptr<Learner>(Learner::Create({p_mat}));
     learner->SetParam("booster", "dart");