Copilot has a lot of different clients between IDEs, agentic integrations, and GitHub apps. I don’t have awareness of the implementation details of all of them, but I can assure you that we don’t provide APIs like those mentioned in the article being used for data exfiltration.
Clients are responsible for context building, and all go through the same service that does auth, policy and quota enforcement, request routing to the underlying providers all of which have zero data retention enabled unless very specifically excluded from that (looking at you, Fable 5).