Studio: clearer MCP server validation when stdio is disabled (#5928)

Improve the rejection message when an MCP server address is not an http(s) URL. It now points to the expected http(s):// form with an example, and only mentions that local commands are disabled when the value contains whitespace (a reliable command signal), since a lone token may just be a scheme-less URL. Wording is host-scoped rather than desktop-only because self-hosted hosts can opt in via an env var. Backend only, with tests; accepted input is unchanged.