Leaking STDIO client: Unclosed <MemoryObjectReceiveStream>

[EItanya]

Describe the bug
A clear and concise description of what the bug is.

While running the MCP stdio client I noticed that my application was logging a warning from the anyio library, specifically related to unclosed streams.

When I dug in further I noticed that the stdio client does not close any of the streams after completing, see the following link.

This is as opposed to the sse_client which does close the streams.

Here is a slightly scrubbed more detailed error:

/home/user/src/microsoft/autogen/python/.venv/lib/python3.12/site-packages/anyio/streams/memory.py:183: ResourceWarning: Unclosed <MemoryObjectReceiveStream at 7f5394255fa0>
  warnings.warn(
ResourceWarning: Enable tracemalloc to get the object allocation traceback
/home/user/src/microsoft/autogen/python/.venv/lib/python3.12/site-packages/anyio/streams/memory.py:313: ResourceWarning: Unclosed <MemoryObjectSendStream at 7f5394256270>
  warnings.warn(
ResourceWarning: Enable tracemalloc to get the object allocation traceback
/home/user/src/microsoft/autogen/python/.venv/lib/python3.12/site-packages/anyio/streams/memory.py:183: ResourceWarning: Unclosed <MemoryObjectReceiveStream at 7f5394256de0>
  warnings.warn(
ResourceWarning: Enable tracemalloc to get the object allocation traceback

The context here is that I am trying to add support for MCP to microsoft/autogen but this is most likely a blocker.

To Reproduce

As mentioned, I am running this code from another project, but this should be easily reproducible with a small example, I will try to do that and update if I find anything.

Expected behavior

No warnings should be logged as these streams should be properly closed

Screenshots
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