Avoid trying SSE connection in `StreamableHTTPClientTransport`

[aabedraba]

Describe the bug
When using the StreamableHTTPClientTransport, an optional SSE connection is attempted and when it fails, it does not error out.

I'm using OTEL to have telemetry on my code and I have a constant firing of failed request whenever this attempt is made and fails.

To Reproduce

Using the StreamableHTTPClientTransport on an MCP server that doesn't have SSE.

Expected behavior
Either give an option to not attempt the SSE connection or just not attempt it at all.