Streamable HTTP: don't allocate resources for failed connections

[findleyr]

In the streamable HTTP handler, we allocate a StreamableServerTransport for incoming requests with no associated session:

go-sdk/mcp/streamable.go

Line 235 in 920e5a3

transport = &StreamableServerTransport{

However, if the session fails to initialize (and the server is stateful), we should either immediately clean up these sessions, or avoid creating them in the first place.

In combination with #499, this is critical for avoiding resource leaks during streamable serving.