Move `ucxx::Endpoint` close callback setter to constructor

The `ucxx::Endpoint::setCloseCallback()` may be called at any time by the user. This can be unsafe and cause the close callback to be set while `ucxx::Endpoint::errorCallback()` is running or has already executed, and thus fail it to execute leaving the user close callback uncalled, which is going to be a difficult issue to identify when/if that occurs.