[FEA] Test internal macros and discourage external usage

[bdice]

RMM pull request #1827 changed the internal macro RMM_CUDA_TRY_ALLOC, which broke cuDF and led to rapidsai/cudf#18108.

Before merging #1844, I made the internal changes to RMM_CUDA_TRY_ALLOC non-breaking, because of that macro's use in cuDF and cuVS: https://github.com/search?q=org%3Arapidsai+RMM_CUDA_TRY_ALLOC+-repo%3Arapidsai%2Frmm&type=code

We need to test our macros, because of their vital importance for internal consistency and error handling.

We also need external libraries (cuDF, cuVS) to stop using the internal macros because they are not public API.

[bdice]

Additional references where RMM macros are being used externally: https://github.com/search?q=org%3Arapidsai+%2F%28%3F-i%29RMM_%5BA-Z_%5D*%5C%28%2F+-repo%3Arapidsai%2Frmm++NOT+is%3Aarchived&type=code

[vyasr]

This has bitten us before and I would support prioritizing getting other libraries off of these macros (and doing the same thing for other repo macros, e.g. removing cuspatial's usage of cudf macros if we haven't already.