Other SSE endpoint lacks keepalive and proxy headers

[AnthonyRonning]

🚩 Other SSE endpoint lacks keepalive and proxy headers

The chat completions SSE endpoint at src/web/openai.rs:380 uses Sse::new(stream).into_response() without any keepalive or x-accel-buffering: no header. If the motivation for this PR is that sparse SSE streams get dropped by proxies/load balancers, the same issue could affect the other SSE endpoint. Consider whether the responses_sse_response helper should be reused there as well.

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Originally posted by @devin-ai-integration[bot] in #175 (comment)