mcp: fix goroutine leaks in unit tests (#496)

This PR fixes goroutine leaks in all unit tests.

To find the leaks I integrated https://github.com/uber-go/goleak and I
suggest to keep using it to catch any future regressions.

I used the folowing script to more easily find individual tests which
were leaking goroutines:

```
for t in $(go test -run=Nothing -list=. ./mcp | grep -v ok); do go test ./mcp -run="$t" > /dev/null && echo -n . || echo -e "\nDetected leak: $t"; done
```

mcp/client_example_test.go

@@ -42,9 +42,11 @@ func Example_roots() {
 
 	// Connect the server and client...
 	t1, t2 := mcp.NewInMemoryTransports()
-	if _, err := s.Connect(ctx, t1, nil); err != nil {
+	serverSession, err := s.Connect(ctx, t1, nil)
+	if err != nil {
 		log.Fatal(err)
 	}
+	defer serverSession.Close()
 
 	clientSession, err := c.Connect(ctx, t2, nil)
 	if err != nil {