mcp: fix SSEClientTransport to report HTTP errors properly

[hassan123789]

## Summary

Fix `SSEClientTransport.Connect` to check HTTP status code before attempting to parse SSE events.

## Problem

Previously, authentication failures (401), authorization errors (403), and other HTTP errors would result in a confusing error message:

missing endpoint: first event is "", want "endpoint"

This happened because the SSE event parser received an error response body (e.g., JSON error from the server) instead of a valid SSE stream.

## Solution

Add an HTTP status code check immediately after `httpClient.Do(req)` and before attempting to parse SSE events. Non-2xx responses now return a clear error:

failed to connect: Unauthorized

This is consistent with the error handling in `StreamableClientTransport`, where HTTP errors are checked before processing the response.

## Changes

- **mcp/sse.go**: Added status code check in `SSEClientTransport.Connect`
- **mcp/sse_test.go**: Added `TestSSEClientTransport_HTTPErrors` with test cases for 401, 403, 404, and 500

## Testing

All existing tests pass, plus new test coverage for HTTP error scenarios.

## Note

The issue author mentioned interest in typed errors for programmatic error handling. This could be addressed in a follow-up PR if desired.

Fixes #714

[findleyr]

Thanks!