sse_client blocks indefinitely when server has incorrect base URL

Describe the bug
When using the sse_client function to connect to a remote MCP server, if the MCP server sets an incorrect base URL (like http://localhost:8080), the sse_client will raise an exception in the following code:

raise ValueError(error_msg)

The read_stream_writer then sends this exception to the read_stream:

await read_stream_writer.send(exc)

However, since the read_stream has not been yielded yet, the exception will never be received.
As a result, the sse_client will be blocked indefinitely.

To Reproduce

Set up an MCP server with an incorrect base URL on a remote server, for example:

import express, { Request, Response } from 'express';
import { McpServer } from '@modelcontextprotocol/sdk/server/mcp.js';
import { SSEServerTransport } from '@modelcontextprotocol/sdk/server/sse.js';
import { z } from 'zod';

const server = new McpServer({
    name: 'example-server',
    version: '1.0.0',
});

server.tool(
  "calculate-bmi",
  {
    weightKg: z.number(),
    heightM: z.number()
  },
  async ({ weightKg, heightM }) => ({
    content: [{
      type: "text",
      text: String(weightKg / (heightM * heightM))
    }]
  })
);

const app = express();

const transports: { [sessionId: string]: SSEServerTransport } = {};

app.get('/sse', async (_: Request, res: Response) => {
    // set baseUrl for the transport
    const baseUrl = 'http://localhost:8080';
    const transport = new SSEServerTransport(`${baseUrl}/messages`, res);
    transports[transport.sessionId] = transport;
    res.on('close', () => {
        delete transports[transport.sessionId];
    });
    await server.connect(transport);
});

app.post('/messages', async (req: Request, res: Response) => {
    const sessionId = req.query.sessionId as string;
    const transport = transports[sessionId];
    if (transport) {
        await transport.handlePostMessage(req, res);
    } else {
        res.status(400).send('No transport found for sessionId');
    }
});

app.listen(8080);

Try to connect to the remote MCP server, for example:

import asyncio

from mcp.client.sse import sse_client


async def run():
    try:
        async with sse_client("http://{your_remote_server}:8080/sse"):
            print("Connected to SSE endpoint successfully.")
    except Exception as e:
        print(f"Error: {e}")


if __name__ == "__main__":
    asyncio.run(run())

Expected behavior
The sse_client should raise an exception and exit gracefully.

Logs
None

Additional context
None