Pythonista has two different file storage options: "This iPad" and "iCloud".
Anything stored in the "iCloud" section appears in "iCloud Drive/Pythonista 3" in the Files app. However, for files stored in the "This iPad" section, there is no corresponding "On My iPad/Pythonista 3" folder.
This means that only scripts stored in iCloud Drive are accessible from the file picker, so apps like Working Copy can't work with local scripts. If Pythonista stored its local documents so that they correctly appeared in the Files app, Working Copy could see those local files as well.