Add test for sse server
TODO: Add tests for the other protocols
<!-- Provide a brief summary of your changes -->
## Motivation and Context
<!-- Why is this change needed? What problem does it solve? -->
## How Has This Been Tested?
<!-- Have you tested this in a real application? Which scenarios were
tested? -->
## Breaking Changes
<!-- Will users need to update their code or configurations? -->
## Types of changes
<!-- What types of changes does your code introduce? Put an `x` in all
the boxes that apply: -->
- [ ] 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
- [x] Tests
## Checklist
<!-- Go over all the following points, and put an `x` in all the boxes
that apply. -->
- [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
- [ ] I have added appropriate error handling
- [ ] I have added or updated documentation as needed
## Additional context
<!-- Add any other context, implementation notes, or design decisions
-->
f462019c43