I don't claim to have a lot of experience on this but my intuition tells me that a connection that ends after the request needs to be reopened for the next request. What is more efficient, keeping the session open or closing it, depends on the usage pattern, how much memory does the session consume, etc. etc.
This is no different from a web app though, there’s no obvious need to reinvent the wheel. We know how to do this very very well: the underlying TCP connection remains active, we multiplex requests, and cookies bridge the gap for multi-request context. Every language has great client & server support for that.
Instead we ended up with a protocol that fights with load balancers and can in most cases not just be chucked into say an existing Express/FastAPI app.
That makes everything harder (& cynically, it creates room for providers like Cloudflare to create black box tooling & advertise it as _the_ way to deploy a remote MCP server)
