"Training of ML models with data not licensed to you and then selling the output of the model" isn't on those lists, and consequently is a flagrant copyright violation in - broadly - the entire EU.
If you are a developer in the EU using Copilot, it is really pretty obvious that using Copilot is a commercialized copyright violation, which is e.g. in Germany (but I'm guessing many other states) a criminal offense, not a civil offense. Now, people might say, they're paying Microsoft for this service, and that's not in the EU, so something something can't prosecute. Of course, that doesn't actually work in the real world, and this corner of prosecuting copyright violations has been extremely well explored during the many, many trials of people committing IP violations of music and films over the past few decades.
In addition to that, I'm pretty sure routine copyright violations by an employed developer would be one of the more clear-cut reasons for a termination without notice and compensation for having to replace the affected code.
How is that a contrast? The US has an actual, enumerated list of exceptions (the US term is “limitations on exclusive rights”, of which fair use is, in the US Code order, the first.)
See the section headings in Title 17, Chapter 1: https://www.law.cornell.edu/uscode/text/17/chapter-1
Nitpick: Fair use is both a Constitutional and statutory (the latter codifying the former) limitation on the exclusive rights granted as part of copyright, so it's definitely an exception.
Procedurally, it operates as a defense, but that's not inconsistent with it being an exception.