The wording of Session Management indicates that "servers MAY establish stateful sessions" but in fact, the servers MUST use stateful sessions to be able to associate a client "operation" request with the result of a previous InitializeRequest - in order to honor version/capability negotiation.

Given the fact, that "The client MUST initiate this phase by sending an initialize request..." (see Initialization) and "The initialize request MUST NOT be part of a JSON-RPC batch, as other requests and notifications are not possible until initialization has completed.", any client/server interaction must consist of at least two HTTP requests (1 init + n operations).

I might be wrong, but from what I've read, there is no way to implement the "stateless" sessions correctly.

Note that in the previous version of the spec, the Mcp-Session-Id header was not needed because the server could use a unique MCP endpoint for each client. This is not the case anymore.