Python: preserve MCP connection errors during cleanup

[he-yufeng]

Summary

• keep MCP connection/setup failures as ToolException when exit-stack cleanup raises an ExceptionGroup
• add a regression test for streamable HTTP cleanup masking the original initialization error

Fixes #5876.

To verify

• uv run pytest packages\core\tests\core\test_mcp_exception_group.py packages\core\tests\core\test_mcp.py::test_connect_initialization_failure_http_no_command -q --basetemp .tmp\pytest -p no:cacheprovider
• uv run ruff check packages\core\agent_framework\_mcp.py packages\core\tests\core\test_mcp_exception_group.py
• uv run ruff format --check packages\core\agent_framework\_mcp.py packages\core\tests\core\test_mcp_exception_group.py
• uv run pyright packages\core\agent_framework\_mcp.py packages\core\tests\core\test_mcp_exception_group.py
• uv run python -m py_compile packages\core\agent_framework\_mcp.py packages\core\tests\core\test_mcp_exception_group.py
• git diff --check

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