[Draft] Use explicit context managers for Agent and Toolset

[strawgate]

For discussion

Use explicit yielding async context managers for Agent and Toolsets.

This allows toolsets and Agents to be entered and exited more granularly as exitstacks only allow exiting all accumulated context managers at once.

I dont expect this to be merged but just wanted to noodle on it

[hyperlint-ai]

PR Change Summary

Implemented explicit async context managers for Agent and Toolset to enhance connection management.

• Replaced implicit context manager usage with explicit agent.setup() calls.
• Improved documentation examples to reflect the new context manager usage.
• Clarified the efficiency of using explicit context managers in agent runs.

Modified Files

• docs/mcp/client.md
• mcp-run-python/README.md

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