Ensure connectivity to private HF spaces with SSE protocol

[hannahblair]

Description

We weren't sending the JWT access token alongside the SSE network events, so we couldn't connect to private HF spaces. This fixes that!

Closes: #5044

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Tests

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[gradio-pr-bot]

🪼 branch checks and previews

•	Name	Status	URL
	Spaces	ready!	Spaces preview
	Website	ready!	Website preview
	Storybook	ready!	Storybook preview
:unicorn:	Changes	detecting...

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Install Gradio from this PR

pip install https://gradio-builds.s3.amazonaws.com/2c3af57703bea00ecc1d437d568943abe90ad280/gradio-4.28.3-py3-none-any.whl

Install Gradio Python Client from this PR

pip install "gradio-client @ git+https://github.com/gradio-app/gradio@2c3af57703bea00ecc1d437d568943abe90ad280#subdirectory=client/python"

[gradio-pr-bot]

🦄 change detected

This Pull Request includes changes to the following packages.

Package	Version
@gradio/app	patch
@gradio/client	patch
gradio	patch

• [ ] Maintainers can select this checkbox to manually select packages to update.

With the following changelog entry.

Ensure connectivity to private HF spaces with SSE protocol

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