Copilot setup steps are very expensive

The steps in copilot-setup-steps are very expensive and are often not necessary. For instance, it includes building clr+libs and installing dependencies. For docs and workflow changes, this is not necessary.

I also see copilot running these steps multiple times on the same PR -- the setup is not necessarily saved in between runs.

I think we should consider removing all these steps and let copilot determine what it needs to run.