I wouldn't expect a serious desktop Linux copilot offering until fully FOSS models are more commonplace and performant, anyways. You could easily make a half-assed tool that pipes it's output into the terminal (here's mine[0]) but it wouldn't be a very reliable or fast tool. There will be hundreds of "manage Linux with natural language" apps that just use OpenAI under the hood, but what you're really asking for is likely years away from being reality.
Linux is only just a kernel, it's used from microcontrollers to datacenters
A "linux copilot" doesn't mean anything without context
But I feel like you already got tricked by microsoft's marketing team, so I don't know what to tell you..
Linux is the experience you craft, not something sold with term of usage contract