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/transport_example_test.go

@@ -28,7 +28,7 @@ func ExampleLoggingTransport() {
 	if err != nil {
 		log.Fatal(err)
 	}
-	defer serverSession.Wait()
+	defer serverSession.Close()
 
 	client := mcp.NewClient(&mcp.Implementation{Name: "client", Version: "v0.0.1"}, nil)
 	var b bytes.Buffer