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_progress_test.rb

@@ -89,7 +89,6 @@ module MCP
       )
 
       @mock_transport = MockTransport.new(@server)
-      @server.transport = @mock_transport
       @session = ServerSession.new(server: @server, transport: @mock_transport)
     end