Add security warning for stdio entries in config files

[jancurn]

Summary

Added a security notice to the CLI help documentation warning users about the risks of using stdio entries in configuration files.

Changes

• Added a new "Security:" section to the help text for the connect command
• Documented that stdio entries execute local processes with specified commands and arguments
• Clarified that users should only connect to trusted configs
• Noted that commands execute even if the MCP handshake fails, meaning startup side effects will occur
• Specified that remote (url) entries are not affected by this security consideration

Details

This is a documentation-only change that improves user awareness of security implications when using stdio-based server configurations. The warning helps prevent accidental execution of untrusted commands by making the behavior explicit in the help text.

https://claude.ai/code/session_01T5MQ48r22UvGVJCBaqtb5c