Rationale:
1) It allows the callbacks to be set at initialization time which feels
   a bit more intuitive to me.
2) It avoids the need to call mal_device_set_send_callback(), etc.
3) It's a bit more consistent with the onLog callback. Previously,
   onLog would be passed to mal_device_init(), whereas onSend, etc were
   set with mal_device_set_send_callback(), etc. which feels needlessly
   inconsistent.