This stood out on flame graphs due ultimately to the
http.NewRequestFromContext call, which ends up calling url.Parse.

I did an optimization in connectrpc#447 which similarly, and this is a natural
extension of this.

We can just parse the url string once during NewClient, validate at that
point, then tag along the parsed *url.URL everywhere else and never use
it as a string again. This value never mutates through the lifetime of a
Client and isn't publicly available on any structs.