Fix clean up sse disconnect event (not upgrade lib)

[lcamhoa]

Motivation and Context

When SSE Connection disconnect , we should clean up memory by session id

How Has This Been Tested?

Breaking Changes

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation update

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed

Additional context

[lcamhoa]

#612

[tomconte]

Was the session clean-up included in #612? @lcamhoa @akash329d

After a session is disconnected:

The next message triggers a ConnectionClosedException, which makes sense since the session stream was closed?

I would have expected e.g. a "404 could not find session" error instead of an exception.