Use CGUI& instead of CGUI* so that the 50+ users stop wondering whether or not that is null and can't even be mistaken to add redundant null checks preemptively.

Remove the remaining of such checks after rP22641 removed 21 of them already.
rP22587 initialized the pointer at construction time rather than at random conditional events later.

Differential Revision: https://code.wildfiregames.com/D2205
Comments By: Vladislav, wraitii
Tested on: gcc 9.1.0, clang 8.0.1