Use context for CUDA external memory DMatrix. #15083

Job	Run time
Configure variables for CI	7s
Build libxgboost4j.so targeting glibc 2.17 (arch x86_64, runner linux-amd64-cpu)	2m 9s
Build libxgboost4j.dylib for MacOS (Apple Silicon)	44s
Build libxgboost4j.so targeting glibc 2.17 (arch aarch64, runner linux-arm64-cpu)	2m 20s
Build and test JVM packages (windows-latest)	9m 22s
Build and test JVM packages (macos-15-intel)	9m 8s
Build libxgboost4j.dylib for MacOS (Intel)	1m 49s
Build libxgboost4j.so with CUDA	5m 27s
Build and test JVM packages (Linux, Scala 2.13)	5m 9s
Build and test JVM packages (Linux, Scala 2.12)	10m 14s
Test JVM packages with CUDA (Scala 2.12)	8m 2s
Test JVM packages with CUDA (Scala 2.13)	8m 12s
Deploy JVM packages to S3 (gpu, Scala 2.13)	3m 8s
Deploy JVM packages to S3 (cpu, Scala 2.13)	54s
Deploy JVM packages to S3 (cpu, Scala 2.12)	1m 1s
Deploy JVM packages to S3 (gpu, Scala 2.12)	3m 4s
	1h 10m 50s

Provide feedback