I use this feature often in Claude to bring specific files so that they are in context at all times. E.g. when working on a parser, I will often put the grammar to be always in context. Or if working on a web app, all the model types.
I haven't used Copilot much, because people keep saying how bad it is, but generally if you add escape hatches like this without hard requirements of when the LLM can take them, they won't follow that rule in a intuitive way most of the time.
As agent, or writing everything for me, not yet.