Support Stateless MCP Server Connections

[BrandonShar]

With the streaming http protocol, MCP servers now have the option to be stateless and not care about long-running sessions. If we don't need long-running session support, that also allows us to skip the initial connection to the MCP server that occurs in agent.run_mcp_servers() which is a little performance boost and reduces start-up coupling with any MCP servers.

I'm handling this in a project right now by overriding the MCPServerHTTP's __aenter__ method and running everything except for the client initialize and set logging methods.

I'm happy to put up a PR for this, but I wanted to see if you'd have interest in the idea first. I think the simplest way to handle it would be an additional argument on the MCPServerHTTP class called something like stateless or maybe something more obvious like skip_initial_connection.

[BrandonShar]

My mistake, I'm mixing up my github repos!