Client doesn't accept SSE events with empty data (SEP-1699)

[maciej-kisiel]

Describe the bug
SEP-1699 (modelcontextprotocol/modelcontextprotocol#1699) mandates that a priming event must be sent to record the last event ID for future reconnection. Currently, client doesn't handle the empty data well, as it tries to decode it as JSON.

To Reproduce
Steps to reproduce the behavior:

1. Checkout the conformance test suite (github.com/conformance: prepare the conformance test suite #764)
2. Run scripts/client-conformancesh, look for results for the sse-retry scenario.

Expected behavior
The Client should handle the empty data gracefully, per SSE specification.

Additional notes
We can also validate if our server sends the priming event, since we haven't detected this issue earlier. Test case verifying these behaviors should be introduced.

[maciej-kisiel]

It might be worth waiting with a fix for this for #734 which significantly refactors SSE handling.