Copilot in Excel can only reference a single table and sheet at this time.
During the Ignite Copilot overview for Excel in Nov 2023 there was mention that there is a backlog/roadmap item to expand the ability in Excel to allow users to leverage more than one table.
Take a look at the roadmap site here
https://www.microsoft.com/en-gb/microsoft-365/roadmap?filters=&searchterms=Copilot