How could they, when they don't know the origin of the code? Copilot would have to provide them with all the licenses of all of the projects that went into producing that particular snippet of code, and I'm pretty sure that's impossible beyond just listing every license every time.

Well, it's all from public repos that you can search and I imagine they can also include a tool that analyses how close to which repos the produced code is so you can check for yourself.

Knowing why and understanding how or why a machine learning algorithm did something is a much harder or just impossible.