Add AdditionalHeader handling to ReceiveMessageAsync

[ClosetheWorld]

Motivation and Context

SseClientTransportOptions.AdditionalHeader doesn't work.
It makes fail calling MCP that deployed to Azure Functions (or MCP server needed custom header).

How Has This Been Tested?

I tested embed my application that have sides MCP client.
Testing server environment is Azure Functions(consumption, deployed East US 2 region)

Breaking Changes

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

[halter73]

Thanks! Before this, nothing read the AdditionalHeaders option at all.

We should do the same for the POST requests and add tests as well, but this is a good change. I'll cover the POST requests and add tests as part of #291.