Mark SSE transport as deprecated

The HTTP+SSE transport was replaced by Streamable HTTP in protocol revision 2025-03-26 (spec PR #206). The spec now refers to it as the "deprecated HTTP+SSE transport" and only documents it for backwards compatibility.

The Python SDK still exposes the SSE transport with no indication that it is deprecated.

Proposal

Add warnings.warn(..., DeprecationWarning, stacklevel=2) and @deprecated docstring markers to:

• sse_client
• SseServerTransport
• MCPServer.run(transport="sse") / run_sse_async() / sse_app()

The warning should point users to streamable-http / StreamableHTTPTransport instead.

Prior art

The TypeScript SDK already marks SSEClientTransport as @deprecated with a note to prefer StreamableHTTPClientTransport.

Open questions

• Should we remove SSE entirely in v2, or deprecate now and remove in a later major?
• The 2024-11-05 spec is still technically valid — clients connecting to old servers may still need the SSE client. The deprecation message should acknowledge this (same as the TS SDK wording does).

_{AI Disclaimer}

Start with src/mcp/client/sse.py, src/mcp/server/sse.py, and the MCPServer methods in src/mcp/server/mcpserver/server.py named in the issue. Compare the TypeScript SDK's SSE deprecation wording, then verify that the listed APIs emit DeprecationWarning and their documentation points users to Streamable HTTP while acknowledging legacy-server compatibility.