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

Description​​
When attempting to establish SSE connection with MCP Python SDK (v1.6.0), encountering persistent 404 errors on critical endpoints:

mcp = FastMCP("Demo", debug=True, log_level="DEBUG", message_path="/abcd/abcd/messages/")

To Reproduce
Steps to reproduce the behavior:

1. Go to '...'
2. Click on '....'
3. Scroll down to '....'
4. See error

[04/14/25 09:45:51] DEBUG Setting up SSE connection sse.py:87

                DEBUG    session_uri:                             sse.py:106

                          /abcd/abcd/messages/?session_id
                         =b5b93f9d4088442fa3edb1c679a7a922

                DEBUG    Created new session with ID:             sse.py:109
                         b5b93f9d-4088-442f-a3ed-b1c679a7a922

                DEBUG    Starting SSE response task               sse.py:136

                DEBUG    Yielding read and write streams          sse.py:139

INFO: 100.67.30.95:57894 - "GET /sse HTTP/1.1" 200 OK

                DEBUG    Starting SSE writer                      sse.py:116

                DEBUG    Sent endpoint event:                     sse.py:119
                          /abcd/abcd/messages/?session_id
                         =b5b93f9d4088442fa3edb1c679a7a922

                DEBUG    chunk: b'event: endpoint\r\ndata:        sse.py:156
                         /abcd/abcd/messages/?session_id
                         =b5b93f9d4088442fa3edb1c679a7a922\r\n\r\
                         n'

INFO: 10.183.49.44:60168 - "GET /prometheus HTTP/1.1" 404 Not Found

INFO: 100.67.31.17:49088 - "POST /messages/?session_id=b5b93f9d4088442fa3edb1c679a7a922 HTTP/1.1" 404 Not
Found

                DEBUG    Got event: http.disconnect. Stop         sse.py:177

                         streaming.

Expected behavior
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Screenshots
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Desktop (please complete the following information):

• OS: [e.g. iOS]
• Browser [e.g. chrome, safari]
• Version [e.g. 22]

Smartphone (please complete the following information):

• Device: [e.g. iPhone6]
• OS: [e.g. iOS8.1]
• Browser [e.g. stock browser, safari]
• Version [e.g. 22]

Additional context
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