A good use of the UI interface is as a password callback replacement

(for new functions...).  One might still want to be able to pass down
a user-data pointer to be used by the UI.  However, ex_data doesn't
quite cut it, since that means the appropriate index to it might need
to be shared between parts that aren't really related in that sense,
and would require the currently hidden (static) index holders to be
uncovered.  Not a good thing.  Therefore, add the possibility to add a
user-data pointer to a UI.