OAuth support for MCPServerSse

[damien-king]

As per https://openai.github.io/openai-agents-python/ref/mcp/server/#agents.mcp.server.MCPServerSse

MCPServerSse only appears to support header based authentication. Most high quality remote servers are now using OAuth2.1 as a standard for authentication. Would love to see that in this project, thanks!

[rm-openai]

@damien-king can you tell me more about what changes you'd want? As I understand it, you should still be sending the oauth token via an auth header. Authorization: Bearer <token>.