JetTagCalibration: use AthMessaging and unique_ptr

There are two commits and two independent set of changes:

1. There is a crazy amount of (unprotected!) DEBUG messages in JetTagCalibCondData that showed up as part of ATR-21692. On top of it the code was creating a MsgStream instance each time. That technique should really only be used for rare messages. Instead, change the code to inherit from AthMessaging. But to be honest, the code would be a lot more readable if there wouldn't be almost one DEBUG message for each line of code...
2. Use unique_ptr for BDTs and histograms to reflect the ownership. Also avoids custom cleanup methods.

cc @guirriec