Link for opting out: github.com/settings/copilot/features

In the “Privacy” section, set “Allow GitHub to use my data for AI model training” to “Disabled”.

Illusion of choice. That setting will, totally unbeknownst to them, enable itself.
I turned it off ages ago, and if you already had it off, it’s staying off. (for now at least)
You better check again, mine got switched back on.
I check it every day before I use CoPilot 😁