Hi Gustavo, I am Paulo and I'd like to help.
Did you download the app from the Microsoft Store? If so, the current app from the Microsoft Store does not offer an option to prevent it from minimizing to the system tray. As a workaround, you may install Copilot from Microsoft Edge instead. This is similar to the Store's app, but it doesn't minimize to the system tray.
To do this,
- Open Microsoft Edge then go to https://copilot.microsoft.com
- Click the three-dots on the upper right of Microsoft Edge > Apps > Install this site as an app