Small cleanup for histogram routines. (#9427)

* Small cleanup for histogram routines.

- Extract hist train param from GPU hist.
- Make histogram const after construction.
- Unify parameter names.

tests/test_distributed/test_with_dask/test_with_dask.py

@@ -1459,6 +1459,7 @@ class TestWithDask:
         tree_method: str,
     ) -> None:
         params["tree_method"] = tree_method
+        params["debug_synchronize"] = True
         params = dataset.set_params(params)
         # It doesn't make sense to distribute a completely
         # empty dataset.