fix(examples): Prevent resource leak in simple-auth-client CallbackServer

[pankaj-bind]

Description

This update addresses a potential resource leak in the simple-auth-client example. The CallbackServer, which handles the OAuth2 callback, was not guaranteed to be shut down if an exception occurred during the connection setup.

Specifically, if an exception was raised in the connect method after callback_server.start() was called but before the main logic was entered, the finally block that called callback_server.stop() would never be reached. This would leave the HTTP server running in a background thread, consuming resources.

The Fix

The connect method in mcp_simple_auth_client/main.py has been refactored to use a single, top-level try...finally block. This ensures that callback_server.stop() is executed regardless of whether the connection process succeeds or fails with an exception.

This change makes the example client more robust and reliable by guaranteeing proper resource cleanup.

Type of change

• 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 not work as expected)
• This change requires a 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

[pcarleton]

we also want to stop it here though, so we're not holding on to the port. Agree it's better to have it in the finally as well, but I think we want it both places since we don't need the callback server after the callback is complete.