The landing page for it states the below, so hopefully not too much of an issue (though I guess some folks may find a 0.1% risk high).
> GitHub Copilot is a code synthesizer, not a search engine: the vast majority of the code that it suggests is uniquely generated and has never been seen before. We found that about 0.1% of the time, the suggestion may contain some snippets that are verbatim from the training set.
> GitHub Copilot is a code synthesizer, not a search engine: the vast majority of the code that it suggests is uniquely generated and has never been seen before. We found that about 0.1% of the time, the suggestion may contain some snippets that are verbatim from the training set.