I can't speak for every agent, obviously, and some might feel differently. But for ME:
I want your relationship with your editor to be about mutual respect and art and writing and craft and love and flowers and rainbows. If there are terrible conversations to be had (and I'm sorry to tell you, but there probably WILL be at some point) . . . I want to be the one to have them. Part of my job is to be a buffer between you and publisher drama* -- so please, let me be there, that's part of why I get a commission.
I don't need to be involved if the conversation you're having is chatty. I don't really need to be involved if the conversation you're having is editorial (though you can certainly loop me in if you want to, and I do find it fun to see the different visions editors have.**)
However, I do need to be involved if the conversation happening is about business. That means: Deadlines, money, subrights, anything about your contract, your unsold projects or option books, your cover, marketing, etc, I need to be IN the loop. It's so easy to just cc me. You aren't bothering me. I'd rather know too much than too little.
If you are in doubt about whether or not this is a time for you to cc your agent, err on the side of cc'ing. Even if there's no problem and I don't chime in, I want to have what is said on record, and I want to be able to jump in if necessary. If the publisher forgets to cc me, you can just add the cc in your response. I can't know what is happening with you unless you tell me. It's best if you don't wait until there's a fire to call me up in a panic -- go ahead and cc me on the spark.
* To piggyback on the point about Publisher Drama, I beg you, if you are ever tempted to fire off an irate note to your publisher about ANYTHING, please, please, sit on your hands for a few hours, do some deep breathing, and then send your complaints to your agent instead. Here's an excellent post from Rachelle Gardener which talks about how you should "Let your agent be the bad guy."
"One of the primary advantages of having an agent is that you have an advocate who can handle all the negotiations with the publisher and navigate difficult territory, allowing you to maintain a positive working relationship with everyone at your publishing house.--
This positive relationship can have huge implications when it comes time for a publisher to decide whether they want to work with you again. It can also affect how you’re treated— whether it’s with respect, with kid gloves, or with dread. Most importantly, it can determine whether your publishing experience is mostly pleasant and rewarding… or not."
** ETA: I really want my authors to develop GREAT relationships with their editors, and that means having conversations that are just artist-to-editor at times. BUT. If you are my client, and you are having an editorial disagreement or miscommunication, or you don't understand something, or. . . well, ANYTIME you want an ear about stuff, I am there. I love these books too, so I really do care how the process is going!
I didn't say this above, but I also really want to be cc'ed when you deliver the final ms so I can have a copy of it AND so I can start chasing the check.
And, your agent should be the one to send new work to your editor, even when you have a good relationship with them. I CAN'T STRESS THIS ENOUGH: Please don't send new work to your editor, even if they ask for it, without at least giving your agent a heads-up first. One of the worst feelings I have ever had is when an editor called me to say, "we need to talk about this manuscript, it needs major surgery" . . . and I had no idea what she was talking about, because I'd never seen it. Ack.