Allow receiving messages per stream in client sdk

Is your feature request related to a problem? Please describe.
Currently the client SDK allows getting progress notifications per request but it does not allow receiving notifications per request. The notification handler is more of a global receiver of all notifications, but it does not surface the event ids associated with the messages. This means if a client has multiple streaming calls going on in parallel, there's no way to delineate the logging per request.

Describe the solution you'd like
I'd like to be able to receive any streaming messages for requests in the same way that we can receive progress notifications. Something like the following:

    const result = await client.request(request, CallToolResultSchema, {
      onprogress: (p) => console.log('Progress notification for this request => ', p),
      onmessage: (m) => console.log('Message notification for this request => ', m)
    });

Describe alternatives you've considered
Alternatively we've considered writing a custom transport to surface this information. We're just not quite sure whether the lack of request level message tracking is an intentional decision or not.

Start at the client.request API and its existing onprogress handling, then trace how streaming notifications are routed by the SDK. Verify how a request-scoped onmessage callback could preserve message or event association for parallel streams; the issue names no files or test paths.