What MCP features do you lose when enabling stateless HTTP mode?

Enabling stateless HTTP disables five features. No sampling means the server cannot ask the client to call Claude. No progress reports means users cannot see completion status during long operations. No server-to-client requests means the server cannot initiate communication. No subscriptions means clients cannot receive resource change notifications. No session tracking means no per-client state. The benefit is that initialization is no longer required and any instance can handle any request for easy load balancing.