b6718e373e tests: Use MakeUnique to construct objects owned by unique_ptrs (practicalswift)
Pull request description:
A subset of #14211 ("Use MakeUnique to construct objects owned by unique_ptrs") as suggested by @MarcoFalke in https://github.com/bitcoin/bitcoin/pull/14211#issuecomment-423324019.
Use `MakeUnique` to construct objects owned by `unique_ptr`s.
Rationale:
* `MakeUnique` ensures exception safety in complex expressions.
* `MakeUnique` gives a more concise statement of the construction.
Tree-SHA512: 1228ae6ce7beb178d79142c4e936b728178ccaa8aa35c6d8feeb33d1a667abfdd010c59996a9d833594611e913877ce5794e75953d11d9b1fdbac04aa491d9cf