Hello Chan, Vivian,
Before we proceed, could you please confirm whether you are using a personal Microsoft account or a work/school Microsoft 365 account?
Based on your mention of Microsoft 365 Copilot Agent Builder, this appears to be a business Microsoft 365 scenario. If you are using a work or school account, this issue is outside the scope of consumer support.
As a quick check, please sign out and back into Copilot and verify whether the chat history is visible in another browser or InPrivate window.
If the issue persists and you are using a work/school account, please contact your Microsoft 365 administrator and have them create a support ticket through the Microsoft 365 Admin Center for further investigation.