All callers pass a C string literal as the user-data tag of NMAuthChain.
It makes little sense otherwise because you usually know which user data
you need in advance.

So don't bother with copying the string. Just reference the defacto
static string.

Rename nm_auth_chain_set_data() to nm_auth_chain_set_data_unsafe() to indicate
that the lifetime of the tag string is now the caller's responsibility.

The nm_auth_chain_set_data() macro now ensures that the tag argument is
a C string literal. In fact, all callers that we had did that already.