[General]: DELETE endpoint should clean up session state.

[davenpi]

Description

Right now the DELETE handler just removes sessions from the session manager

async def _handle_delete_request(self, request: Request) -> Response:
        """Handle session termination."""
        session_id = request.headers.get("Mcp-Session-Id")
        if not session_id:
            return Response("Missing session ID", status_code=400)

        client_id = self._session_manager.terminate_session(session_id)
        if client_id is None:
            return Response("Session not found", status_code=404)

        return Response(status_code=200)

It'd be nice to clean up protocol state too. For example, cleaning up the ClientManager, cancelling pending requests, and so on.