mcp: fail connect when subscriptions listen is rejected

[jstar0]

Fixes #1169

When a v2026-07-28 streamable HTTP client installs notification handlers, Client.Connect opens subscriptions/listen after server/discover. If that listen call is rejected immediately, the client previously ignored the response and returned a session even though subscriptions were not active.

This change lets the listen helper observe an immediate terminal response before detaching the long-lived call. Rejections now propagate through Connect, and the partially opened session is closed on that connect error.

Verification:

• Added TestStreamableClientConnect_SubscriptionsListenError; the test fails on origin/main because Connect succeeds after the rejected listen request
• go test ./mcp -run 'TestStreamableClientConnect_SubscriptionsListenError|TestStreamableClientConnect_DiscoverSuccess|TestSubscriptionsListen_Streamable|TestResourceSubscriptions_Streamable|TestSubscriptionsListen_InMemory|TestResourceSubscriptions_InMemory' -count=1 -v passed
• go test ./... currently fails in this local environment only on the existing localhost protection cases where evil.com resolves to 0.0.0.0; the same two subtests fail on clean origin/main: TestSSELocalhostProtection/0.0.0.0_via_localhost_rejects_evil.com and TestStreamableLocalhostProtection/0.0.0.0_via_localhost_rejects_evil.com