Python: MCP sample bugbash fixes (#4001)

* MCP sample bugbash fixes

* import fix

python/samples/02-agents/mcp/mcp_api_key_auth.py

@@ -1,5 +1,6 @@
 # Copyright (c) Microsoft. All rights reserved.
 
+import asyncio
 import os
 
 from agent_framework import Agent, MCPStreamableHTTPTool
@@ -54,3 +55,7 @@ async def api_key_auth_example() -> None:
         print(f"User: {query}")
         result = await agent.run(query)
         print(f"Agent: {result.text}")
+
+
+if __name__ == "__main__":
+    asyncio.run(api_key_auth_example())

python/samples/02-agents/mcp/mcp_github_pat.py

@@ -47,10 +47,10 @@ async def github_mcp_example() -> None:
     # Set approval_mode="never_require" to allow the MCP tool to execute without approval
     client = OpenAIResponsesClient()
     github_mcp_tool = client.get_mcp_tool(
-        server_label="GitHub",
-        server_url="https://api.githubcopilot.com/mcp/",
+        name="GitHub",
+        url="https://api.githubcopilot.com/mcp/",
         headers=auth_headers,
-        require_approval="never",
+        approval_mode="never_require",
     )
 
     # 5. Create agent with the GitHub MCP tool