Memory should be yours to carry
Your context is the moat. Stop leaving it behind.

Every time you switch assistants you start over. You re-explain your work, your preferences, the shape of the problem you have been chewing on for a month. It feels like a technical limitation. It is not. It is a business model.
Context is the most valuable thing you produce while using these tools, and it is the one thing you are quietly encouraged to leave behind. A tool that holds your memory is a tool you cannot leave. That is not an accident of engineering; it is the engineering working exactly as intended.
Portable by default
The alternative is not complicated. Memory that lives with you — in a store you control, in a format you can read, exportable on a Tuesday afternoon without asking permission — turns every assistant into something you audition rather than something you marry.
This is the difference between a tool you rent and a mind you keep. It sounds like a preference. It is closer to a property right.
What it costs the incumbent
Portable memory is unpopular with platforms for the obvious reason: it makes switching cheap, and expensive switching is most of the moat. Notice which vendors ship an export button that actually works, and which ship one that produces a JSON file you cannot re-import anywhere.
That test takes an afternoon and tells you more than any roadmap.