[TMVA][Python] Fix feature name handling for RBDT::LoadText

If the XGBoost model encodes feature names, they will also be used in
the `.txt` dump of the model. We have to use these names in
`RBDT::LoadTxt` as well, so that the `.txt` file can be read correctly
without errors.

Closes #20267.

Author: guitargeek

bindings/pyroot/pythonizations/python/ROOT/_pythonization/_tmva/_tree_inference.py

@@ -80,7 +80,10 @@ def SaveXGBoost(xgb_model, key_name, output_path, num_inputs):
     # Dump XGB model as txt file
     xgb_model.get_booster().dump_model(output_path)
 
-    features = cppyy.gbl.std.vector["std::string"]([f"f{i}" for i in range(num_inputs)])
+    if xgb_model.get_booster().feature_names is None:
+        features = cppyy.gbl.std.vector["std::string"]([f"f{i}" for i in range(num_inputs)])
+    else:
+        features = cppyy.gbl.std.vector["std::string"](xgb_model.get_booster().feature_names)
     bs = get_basescore(xgb_model)
     logistic = objective == "logistic"
     bdt = cppyy.gbl.TMVA.Experimental.RBDT.LoadText(