fix: improve misleading warning for progress callback exceptions

[lorenzocesconetto]

Currently if the progress notification callback throws an exception we get a misleading warning message.
This PR aims to fix it.

Motivation and Context

How Has This Been Tested?

Ran a few tests locally.

Breaking Changes

No breaking changes.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation update

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed

Additional context

[ihrpr]

Thank you so much for working on this!

There are some suggestion would be good to address before merging:

• please can you add tests
• replace use of try-except-else to make it consistent in the project

[lorenzocesconetto]

Hi @ihrpr thank you for the review. I'll add the tests.

[lorenzocesconetto]

Hi @ihrpr, ready for another pass!
I've added the unit test and removed the try-except-else as you've requested.