parse-options: add cast to correct pointer type to OPT_SET_PTR

Do not force users of OPT_SET_PTR to cast pointer to correct
underlying pointer type by integrating cast into OPT_SET_PTR macro.

Cast is required to prevent 'initialization makes integer from pointer
without a cast' compiler warning.
parse-options: remove unused OPT_SET_PTR

OPT_SET_PTR was never used since its creation in 2007 (commit
db7244bd5be12e389badb9cec621dbbcfa11f59a).