Fix: Memory leak from unclosed sessions in Server (#359)

## Motivation and Context
Sessions were added to the `sessions` list on connect but never removed
when closed, causing a memory leak in long-running server processes. The
closed sessions and their closures would accumulate indefinitely,
preventing garbage collection.

## Breaking Changes
None

## Types of changes
- [x] Bug fix (non-breaking change which fixes an issue)
- [ ] New feature (non-breaking change which adds functionality)
- [ ] Breaking change (fix or feature that would cause existing
functionality to change)
- [ ] Documentation update

## Checklist
- [x] I have read the [MCP
Documentation](https://modelcontextprotocol.io)
- [x] My code follows the repository's style guidelines
- [x] New and existing tests pass locally
- [x] I have added appropriate error handling
- [x] I have added or updated documentation as needed

kotlin-sdk-server/src/commonMain/kotlin/io/modelcontextprotocol/kotlin/sdk/server/Server.kt

@@ -169,6 +169,11 @@ public open class Server(
             }
         }
 
+        // Register cleanup handler to remove session from list when it closes
+        session.onClose {
+            logger.debug { "Removing closed session from active sessions list" }
+            sessions.update { list -> list - session }
+        }
         logger.debug { "Server session connecting to transport" }
         session.connect(transport)
         logger.debug { "Server session successfully connected to transport" }