fix:close transport on connection failure

[sid293]

Fixes a resource leak on connection failure and resolves TypeScript error in packages/client/test/client/auth.test.ts.

Motivation and Context

client.ts: Moved super.connect() inside the try block so the catch block can properly close the transport if initialization fails.

auth.test.ts: Added as unknown as RequestInit to resolve a type mismatch on the optional cache property.

How Has This Been Tested?

Added a new integration test to verify that the transport is closed even when startup fails.
All tests were verified passing using the workspace-wide command: pnpm test:all

Breaking Changes

none

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

Additional context

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Latest commit: 28792b5

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commit: 28792b5