In the UK there is a data mining exemption to copyright for non-commercial research if you otherwise have "lawful access" to the work [1] but it clearly wouldn't cover something like copilot and just allows you to build the model. It doesn't give you a copyright exemption if the outputs of the model would otherwise be infringing on the copyright of the input material.[2]

[1] https://www.gov.uk/guidance/exceptions-to-copyright#text-and... [2] That is to say it is not mentioned, and to give you such an exemption it would need to be mentioned. Hasn't been tested in court either as far as I am aware