fix: notify session when SSE stream closes without event ID

[kxbnb]

Summary

Fixes #1811

When an SSE stream closes without having received any events with IDs, the client silently returns without notifying the session layer. This leaves call_tool() hanging indefinitely.

Changes

• Added else branch in _handle_sse_response to handle the case where last_event_id is None
• When we can't reconnect (no event ID), we now send a JSONRPCError with CONNECTION_CLOSED code back to the session
• The session receives the error and call_tool() properly raises McpError instead of hanging

Root Cause

The issue occurs when:

1. Client sends a tool call request
2. Server returns HTTP 200 with SSE stream
3. SSE read timeout fires before any events with IDs are received
4. Client closes the HTTP connection
5. The _handle_sse_response function exits silently (no last_event_id to reconnect with)
6. Session layer never gets notified → client hangs forever

Validation

• uv run pyright passes with 0 errors
• All 758 tests pass

Closes #1811