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).

lib/mcp/transport.rb

@@ -7,6 +7,7 @@ module MCP
     # Initialize the transport with the server instance
     def initialize(server)
       @server = server
+      server.transport = self
     end
 
     # Send a response to the client