fix: shield cleanup operations from cancel scope conflicts

Apply CancelScope(shield=True) to prevent RuntimeError when cleaning up
HTTP MCP clients. This fixes the 'Attempted to exit cancel scope in a
different task' error that occurs with asyncio.

Changes:
- session.py: Shield cleanup in _receive_loop finally block
- streamable_http.py: Shield terminate_session and stream cleanup

Based on v1.26.0 to maintain compatibility with openai-agents SDK.

Related to: modelcontextprotocol#577
Based on: modelcontextprotocol#1817

Author: Egor Egerev

src/mcp/client/streamable_http.py

@@ -673,12 +673,16 @@ def start_get_stream() -> None:
                         transport.get_session_id,
                     )
                 finally:
-                    if transport.session_id and terminate_on_close:
-                        await transport.terminate_session(client)
+                    # Shield cleanup from cancellation to prevent cancel scope conflicts
+                    with anyio.CancelScope(shield=True):
+                        if transport.session_id and terminate_on_close:
+                            await transport.terminate_session(client)
                     tg.cancel_scope.cancel()
         finally:
-            await read_stream_writer.aclose()
-            await write_stream.aclose()
+            # Shield stream cleanup from cancellation
+            with anyio.CancelScope(shield=True):
+                await read_stream_writer.aclose()
+                await write_stream.aclose()
 
 
 @asynccontextmanager

src/mcp/shared/session.py

@@ -445,15 +445,17 @@ async def _receive_loop(self) -> None:
             finally:
                 # after the read stream is closed, we need to send errors
                 # to any pending requests
-                for id, stream in self._response_streams.items():
-                    error = ErrorData(code=CONNECTION_CLOSED, message="Connection closed")
-                    try:
-                        await stream.send(JSONRPCError(jsonrpc="2.0", id=id, error=error))
-                        await stream.aclose()
-                    except Exception:  # pragma: no cover
-                        # Stream might already be closed
-                        pass
-                self._response_streams.clear()
+                # Shield cleanup from cancellation to prevent cancel scope conflicts
+                with anyio.CancelScope(shield=True):
+                    for id, stream in self._response_streams.items():
+                        error = ErrorData(code=CONNECTION_CLOSED, message="Connection closed")
+                        try:
+                            await stream.send(JSONRPCError(jsonrpc="2.0", id=id, error=error))
+                            await stream.aclose()
+                        except Exception:  # pragma: no cover
+                            # Stream might already be closed
+                            pass
+                    self._response_streams.clear()
 
     def _normalize_request_id(self, response_id: RequestId) -> RequestId:
         """