ICU-22954 revert making LocalPointer & Co. header-only

[markusicu]

Making LocalPointer header-only, with a different namespace when compiling internally, turned out to be problematic.
In particular, there are DLL-exported ICU classes that have LocalPointer members, and while the LocalPointer functions are usually inlined, there is a chance that they need to be DLL-exported.

Therefore, I am reverting those parts of PR #3295 “USet C++ iterator return std::u16string; header-only LocalPointer”.
One commit here is a clean revert. One is a partial revert.

I also had to fix the USet header-only iterator unit test because it can no longer use a LocalUSetPointer. It is now using a std::unique_ptr.

Best to review one commit at a time.

Checklist

• Required: Issue filed: ICU-22954
• Required: The PR title must be prefixed with a JIRA Issue number. Example: "ICU-1234 Fix xyz"
• Required: The PR description must include the link to the Jira Issue, for example by completing the URL in the first checklist item
• Required: Each commit message must be prefixed with a JIRA Issue number. Example: "ICU-1234 Fix xyz"
• Issue accepted (done by Technical Committee after discussion)
• Tests included, if applicable
• API docs and/or User Guide docs changed or added, if applicable

ALLOW_MANY_COMMITS=true