Re-add history entries for native agent threads (#36500)

Closes #ISSUE

Release Notes:

- N/A

---------

Co-authored-by: Antonio Scandurra <me@as-cii.com>

crates/agent/src/thread_store.rs

@@ -893,7 +893,7 @@ impl ThreadsDatabase {
 
         let needs_migration_from_heed = mdb_path.exists();
 
-        let connection = if *ZED_STATELESS {
+        let connection = if *ZED_STATELESS || cfg!(any(feature = "test-support", test)) {
             Connection::open_memory(Some("THREAD_FALLBACK_DB"))
         } else {
             Connection::open_file(&sqlite_path.to_string_lossy())