fix: close mcp client event loop

[davidpadbury]

Description

Our app creates many MCP clients (multi user/tenant). Over time we saw a file descriptor leak and eventually tracked it down to the async-io event loop in the MCPClient not being closed.

Related Issues

N/A

Documentation PR

N/A

Type of Change

Bug fix

Testing

How have you tested the change? Verify that the changes do not break functionality or introduce warnings in consuming repositories: agents-docs, agents-tools, agents-cli

• [X] I ran hatch run prepare

Checklist

• [X] I have read the CONTRIBUTING document
• [X] I have added any necessary tests that prove my fix is effective or my feature works
• [X] I have updated the documentation accordingly
• [X] I have added an appropriate example to the documentation to outline the feature, or no new docs are needed
• [X] My changes generate no new warnings
• [X] Any dependent changes have been merged and published

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