Describe the bug

CreateAsync will throw an HttpRequestException if there is a problem connecting to the MCP server over an HTTP transport. This should be documented.

To Reproduce

Attempt to connect to an MCP server that requires authentication but do not supply credentials.

Expected behavior

The expected behavior is an HttpRequestException, so this should be documented on CreateAsync.

Logs
If applicable, add logs to help explain your problem.

Additional context

In addition to simply documenting that CreateAsync may throw this exception, further explanation should be provided in the remarks for the Unauthorized case, that the server requires authorization and that credentials must be supplied in the Oauth property of the Transport.