It's possible with iMessage on a Mac computer. It's not officially supported on Windows, but I know there are some 3rd party workarounds that I've never done or trusted.
The only device I can’t reply from is my Apple TV. I can reply from my iPads, MacBook, Apple Watch or HomePod.It works very well (at least for me). I like the feature. It comes in handy. If I get a text on my phone, I can replay on my iMac or Mac mini etc. I can also start on the computer and finish on the phone.
Now that you mention it, it would be good to have the feature on Apple TV.The only device I can’t reply from is my Apple TV. I can reply from my iPads, MacBook, Apple Watch or HomePod.
It’s a nice feature. It’s one that you write off as not needed but when you are on your Mac or other other Apple device and the message comes in and your phone is in another room or downstairs you remember how useful it is.