Code review for 0dc8ead4, prompted by a bug closed by 91c40548.

XLogReader's system for opening and closing segments had gotten too
complicated, with callbacks being passed at both the XLogReaderAllocate
level (read_page) as well as at the WALRead level (segment_open).  This
was confusing and hard to follow, so restructure things so that these
callbacks are passed together at XLogReaderAllocate time, and add
another callback to the set (segment_close) to make it a coherent whole.
Also, ensure XLogReaderState is an argument to all the callbacks, so
that they can grab at the ->private data if necessary.

Document the whole arrangement more clearly.

Author: Álvaro Herrera <alvherre@alvh.no-ip.org>
Reviewed-by: Kyotaro Horiguchi <horikyota.ntt@gmail.com>
Discussion: https://postgr.es/m/20200422175754.GA19858@alvherre.pgsql