[cli] Don't force specific endpoints for remote servers

At the moment, the CLI tool expects that remote MCP servers, either
using SSE or streamable HTTP transport, have certain endpoints or
fragments -- `/sse` and `/mcp`, respectively. This is not part of the
MCP spec, nor should it be expected.

I also added a check to make sure a URL is provided if STDIO isn't
picked, erroring out if not.

cli/scripts/cli-tests.js

@@ -710,6 +710,26 @@ async function runTests() {
     "tools/list",
   );
 
+  // Test 29: HTTP transport without URL (should fail)
+  await runErrorTest(
+    "http_transport_without_url",
+    "--transport",
+    "http",
+    "--cli",
+    "--method",
+    "tools/list",
+  );
+
+  // Test 30: SSE transport without URL (should fail)
+  await runErrorTest(
+    "sse_transport_without_url",
+    "--transport",
+    "sse",
+    "--cli",
+    "--method",
+    "tools/list",
+  );
+
   // Kill HTTP server
   try {
     process.kill(-httpServer.pid);