It's a combination of small things really. The mentioned ability to easily call on various models in the same prompt, having agent definitions be able to orchestrate other agents just by mentioning it in the description, doing things like goal/loop automatically.

There is also IMO a distinct difference in "tone" in the dialogue. Claude seems to impersonate a human a bit more than I like.

Claude is of course very good as well and does a few things better than copilot too, but overall I'd prefer to use Copilot.