If the company wouldn't pay for it then better think twice because you could get in hot water with legal. That's not a tool one's job or even company's business is worth risking over.

Copilot has a ton of still unresolved legal and compliance issues (copyright violation problems, sending proprietary code to Microsoft as you are writing it, etc.) and most larger businesses won't touch it with a 10 foot pole for that reason. There is even a class action lawsuit against Microsoft over Copilot already.