fix: support custom path when use sse server

[Midicon]

Support custom path when use sse server

Motivation and Context

I think when I use the SSE Server, it should support customizing the prefix path. Example: if sse's url is http://localhost:8000/some/path/to/sse, it should request http://localhost:8000/some/path/to/messages when sending messages

How Has This Been Tested?

I've tested in my application

Breaking Changes

Not necessary

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation update

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed

[dsp-ant]

You should be able to configure this by using message_path

[Midicon]

@dsp-ant Modifying the message_path will also modify the router of Starlette, which will lead to the error: "Routed paths must start with '/'".