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).

test/mcp/server/transports/stdio_notification_integration_test.rb

@@ -61,7 +61,6 @@ module MCP
             resources: [],
           )
           @transport = StdioTransport.new(@server)
-          @server.transport = @transport
         end
 
         teardown do