EGL is the de-facto GL context initialization API, including on X11
where it provides many additional features over GLX.

I’m planning on adding support for selecting the GPU (adapter in
Dolphin-speak) also to OpenGL, similarly to the Vulkan backend, and that
will require EGL, so let’s remove the legacy API first.

mingw: use reinterpret_cast for function→void* conversion to satisfy C++ standard

Yellow squiggly lines begone!
Done automatically on .cpp files through `run-clang-tidy`, with manual corrections to the mistakes.
If an import is directly used, but is technically unnecessary since it's recursively imported by something else, it is *not* removed.
The tool doesn't touch .h files, so I did some of them by hand while fixing errors due to old recursive imports.
Not everything is removed, but the cleanup should be substantial enough.
Because this done on Linux, code that isn't used on it is mostly untouched.
(Hopefully no open PR is depending on these imports...)

Move some #includes around to match the Contributing guidelines.

- Don't crash when making contexts from the main thread
- Don't focus the window when making a context