## 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).
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