Auto-set server.transport in Transport#initialize

## Motivation and Context

Transport subclasses (StreamableHTTPTransport, StdioTransport) already
receive the server in their constructor, but users must manually call
`server.transport = transport` after creating a transport instance.
This is boilerplate that can be eliminated by setting the connection
automatically in `Transport#initialize`.

## How Has This Been Tested?

All existing tests pass. Redundant `server.transport = transport` lines
were removed from tests, examples, README.md, and conformance server.

## Breaking Changes

None. Existing code that manually sets `server.transport = transport`
continues to work (idempotent assignment).

conformance/server.rb

@@ -394,7 +394,7 @@ module Conformance
 
     def start
       server = build_server
-      transport = build_transport(server)
+      transport = MCP::Server::Transports::StreamableHTTPTransport.new(server)
       configure_handlers(server)
       rack_app = build_rack_app(transport)
 
@@ -480,12 +480,6 @@ module Conformance
       ]
     end
 
-    def build_transport(server)
-      transport = MCP::Server::Transports::StreamableHTTPTransport.new(server)
-      server.transport = transport
-      transport
-    end
-
     def configure_handlers(server)
       server.logging_message_notification = MCP::LoggingMessageNotification.new(level: "debug")
       server.server_context = server