You're not alone. This appears to be an issue across the board. Both the publicly available Copilot and the paid Copilot for Microsoft 365 are both experiencing this. There was a recommendation about setting your Country/Region to United States that had been working for some, but there are reports this no longer works, and the "Show All Tones" is missing from the ellipse menu as well.
Haven't found any rhyme or reason for this, but guessing it's either related to an update, or coming official shift in service functionality. We shall see I guess.