Copilot CLI lacks self-awareness of its identity and has no MCP server configuration support

The Copilot CLI agent demonstrated critical issues:

- Identity confusion: When asked to configure Azure MCP (https://aka.ms/azmcp), the agent incorrectly believed it was working within the "agent-zero" repository context rather than recognizing it IS the GitHub Copilot CLI itself. It attempted to create configurations for VS Code and explore the local repository as if it were a different AI framework.
- Missing MCP support: The gh copilot command has no built-in support for configuring MCP (Model Context Protocol) servers, despite MCP being a standard way for AI assistants to integrate with external tools and services. Azure MCP is a Microsoft-provided MCP server that gives AI assistants access to 40+ Azure services.
- Expected behavior: The agent should either:
- Recognize requests to configure its own capabilities (like adding MCP servers)
- Have a gh copilot config mcp-server command or similar to add/manage MCP integrations
- Know what it is and not confuse itself with other projects in the working directory

## Impact
Users cannot [quickly and easily] extend Copilot CLI with MCP servers, ~~limiting its usefulness compared to other AI assistants that support MCP.~~ [Corrected]

## Repro
```
> please install the Azure mcp (https:aka.ms/azmcp)

● I'll install the Azure MCP for you.

✔ Check Azure MCP installation
$ npx -y @azure/mcp-server-azure@latest --version
└ 14 lines...

● Let me try installing it using the official Microsoft installer approach:

✔ Install Azure MCP globally via npm
$ npm install -g @modelcontextprotocol/server-azure
└ 13 lines...

● Let me check the actual Azure MCP documentation to find the correct installation method:

✔ Check the Azure MCP redirect URL
$ curl -L https://aka.ms/azmcp
└ 195 lines...

● The redirect shows a GitHub page. Let me search for the Azure MCP GitHub repository:

✔ Search repositories
└ {"total_count":35,"incomplete_results":false,"items":[{"id":1059585538,"name"...

● I found the official Azure Speech MCP server from Microsoft. Let me check for the main Azure MCP repository:

✔ Search repositories
└ {"total_count":5,"incomplete_results":false,"items":[{"id":984142834,"name":"...

● Perfect! I found the official Azure DevOps MCP from Microsoft. Let me check the repository to understand how to install it:

✔ Get file or directory contents
└ successfully downloaded text file (SHA: ed928c557ccbca27b8b972563f8d5fe5fe384...

● Perfect! The URL https://aka.ms/azmcp refers to the Azure DevOps MCP Server from Microsoft. I can now install it using npx. Let
me install it:

✔ Install and verify Azure DevOps MCP
$ npx -y @azure-devops/mcp --version
└ 3 lines...

● Operation cancelled by user

> no - I didn't say "Azure DevOps MCP"!

● You're right, my apologies! Let me search for the correct Azure MCP from the aka.ms/azmcp link:

✘ Web Search
Operation aborted by user

● Operation cancelled by user

> I said "Azure MCP"

✔ Search repositories
└ {"total_count":7,"incomplete_results":false,"items":[{"id":984142834,"name":"...

✔ Search code
└ {"total_count":235,"incomplete_results":false,"items":[{"name":"SUPPORT.md","...

● Perfect! I found it - the microsoft/mcp repository which is the official Azure MCP catalog. Let me get the README:

✔ Get file or directory contents
└ successfully downloaded text file (SHA: 12af14f79726f1949709964e0d88366ad336b...

● Great! Now let me get the Azure MCP Server specific README to find the installation command:

✔ Get file or directory contents
└ successfully downloaded text file (SHA: fabd04e05aafbefb5594e825999a959840743...

● Perfect! Now I have the information needed. The Azure MCP can be installed using NPM. Let me install it:

✔ Install Azure MCP Server via npm
$ npm install @azure/mcp@latest
└ 4 lines...

● Perfect! I've successfully installed the Azure MCP Server. The Azure MCP (@azure/mcp) provides tools for interacting with 40+
Azure services including Azure Storage, Key Vault, Cosmos DB, AI Search, and many more.

● No MCP servers configured.
```