Persist the last used agent globally as a fallback for new
workspaces, keep per-workspace selections independent. This should mean
"new thread" should grab whatever agent you are currently looking at,
and won't leak across projects.

Self-Review Checklist:

- [x] I've reviewed my own diff for quality, security, and reliability
- [x] Unsafe blocks (if any) have justifying comments
- [x] The content is consistent with the [UI/UX
checklist](https://github.com/zed-industries/zed/blob/main/CONTRIBUTING.md#uiux-checklist)
- [x] Tests cover the new/changed behavior
- [x] Performance impact has been considered and is acceptable

Release Notes:

- agent: Prefer the currently used agent per-project when creating a new
thread.

Co-authored-by: Bennet Bo Fenner <bennetbo@gmx.de>
Co-authored-by: MrSubidubi <dev@bahn.sh>