[EM] Refactor ellpack construction. (#10810)

- Remove the calculation of n_symbols in the accessor.
- Pack initialization steps into the parameter list.
- Pass the context into various ctors.
- Specialization for dense data to prepare for further compression.

tests/cpp/collective/test_worker.h

@@ -203,7 +203,8 @@ class BaseMGPUTest : public ::testing::Test {
    *                          available.
    */
   template <typename Fn>
-  auto DoTest(Fn&& fn, bool is_federated, [[maybe_unused]] bool emulate_if_single = false) const {
+  auto DoTest([[maybe_unused]] Fn&& fn, bool is_federated,
+              [[maybe_unused]] bool emulate_if_single = false) const {
     auto n_gpus = common::AllVisibleGPUs();
     if (is_federated) {
 #if defined(XGBOOST_USE_FEDERATED)