[Improvement] - Ping the agent on start to fail fast

[yuval-qf]

Describe the solution you'd like
Currently, in the rogue-cli, we check if we can communicate with the agent before starting.
We should move this logic to the rogue server to reduce code duplication.

[Freeky7819]

We noticed that the recent MCP protocol support (#109) was merged into main.
Our agent-auth TUI draft (#112), already includes optional protocol and transport fields (default a2a), so it should remain compatible with the new MCP setup.
Once the server-side connectivity check lands (#113), we can verify that the same agent_config JSON works seamlessly across both transports.