add minimal tests for the SSE transport

[nick-merrill]

Motivation and Context

As #109 points out, we do not have any testing around the SSE transport for this SDK. This change adds some minimal tests to make sure the SSE transport is working as expected.

How Has This Been Tested?

This is just tests.

Breaking Changes

None

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation update
• Test improvements only

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed

Additional context

We should follow on with some more SSE tests, but hopefully this gives us a reasonable testing framework for the SSE transport such that more tests can be added easily. 🤞

[jspahrsummers]

Thank you!