May throw the following exceptions: `CancellationException`,
`McpException`, `StreamableHttpError`, and `SerializationException`
## Motivation and Context
This makes it possible to handle errors directly without needing to
inspect the cause. For example:
```kotlin
try {
client.connect(transport)
} catch (e: StreamableHttpError) {
// ...
}
```
## How Has This Been Tested?
locally
## 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
- [ ] I have added or updated documentation as needed
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