Reorder session connection logic

Author: devcrocod

kotlin-sdk-server/src/commonMain/kotlin/io/modelcontextprotocol/kotlin/sdk/server/Server.kt

@@ -147,16 +147,15 @@ public open class Server(
             }
         }
 
-        logger.debug { "Server session connecting to transport" }
-        session.connect(transport)
-        logger.debug { "Server session successfully connected to transport" }
-        sessions.update { it.add(session) }
-
         // Register cleanup handler to remove session from list when it closes
         session.onClose {
             logger.debug { "Removing closed session from active sessions list" }
             sessions.update { list -> list - session }
         }
+        logger.debug { "Server session connecting to transport" }
+        session.connect(transport)
+        logger.debug { "Server session successfully connected to transport" }
+        sessions.update { it.add(session) }
 
         _onConnect()
         return session