[lldb] Stop creating BreakpointEventData raw pointers (#78508)

The lifetime of these BreakpointEventData objects is difficult to reason
about. These BreakpointEventData pointers are created and passed along
to `Event` which takes the raw pointer and sticks them in a shared
pointer. Instead of manually managing the lifetime and memory, it would
be simpler to have them be shared pointers from the start.