Update readme file to include a tip to allow mcp-session-id in CORS when using StreamableHTTP

[Achintha444]

Motivation and Context

I think this should be included in the main README, as it’s a unique case and developers might waste a lot of time trying to solve this small issue.

How Has This Been Tested?

N/A

Breaking Changes

N/A

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

• Bad Request: Server not initialized - for state and stateless StreamableHTTPServerTransport #412
• Bad Request: Server not initialized - for state and stateless StreamableHTTPServerTransport #412 (comment)