When the 'mcp' Python SDK isn't installed, _run_stdio leaked a bare
'NameError: name StdioServerParameters is not defined' because the
top-level 'from mcp import ...' fails inside try/except ImportError,
leaving the names unbound at module scope.
Mirror the _MCP_HTTP_AVAILABLE gate that _run_http already had: raise
a clear ImportError with install instructions instead.
Fixes#30904