Migrate from httpx + httpx-sse to httpx2 (native SSE support) #3735

httpx is deprecated in downstream Linux distributions (e.g. Gentoo has marked it as package.deprecated in favor of httpx2, the Pydantic-maintained fork). This causes packaging warnings for mcp and everything that depends on it.

httpx2 has native SSE support built in, making httpx-sse unnecessary. The httpx-sse maintainer is tracking this in florimondmanca/httpx-sse#45.

Migrating mcp to httpx2 and dropping the httpx-sse dependency would resolve the deprecation for all downstream packages (fastmcp, migadu-mcp, etc.).