Active Streamable HTTP sessions are not terminated during shutdown

Initial Checks

• I confirm that I'm using the latest version of MCP Python SDK
• I confirm that I searched for my issue in https://github.com/modelcontextprotocol/python-sdk/issues before opening this issue

Description

Context

This is primarily a repost of this fastmcp issue as it seems to actually be a bug in the mcp python sdk and I want to make sure we've got visibility over here.

When shutting down a FastMCP server (CTRL+C) while clients have active streaming connections, Uvicorn logs:

ERROR: ASGI callable returned without completing response.

The error occurs because StreamableHTTPSessionManager cancels the task group without first gracefully terminating active SSE/streaming connections.

Expected behavior would be the active connections being closed with a proper http response before the rest of shutdown.

Example Code

from fastmcp import FastMCP

mcp = FastMCP("Test Server")

@mcp.tool
def hello() -> str:
  return "Hello, World!"

if __name__ == "__main__":
  mcp.run(transport="streamable-http", port=8000)

Python & MCP Python SDK

Python 3.12
MCP Python SDK 1.26.0

从 StreamableHTTPSessionManager 的 shutdown 处理开始，并使用 Python 3.12 下的 streamable-http 示例重现该问题。跟踪活动的 SSE 或流式连接是如何被取消的，然后验证 shutdown 是否会通过正确的 HTTP 响应关闭这些连接，且不会出现 Uvicorn ASGI 错误。