I'm no expert but so much of Windows is implemented as services. svchost.exe is probably involved somehow. Like it wouldn't surprise me if Copilot is implemented as a service and it talks to Paint via IPC messages or something

But that alone wouldn't make the service listen on the network, even if it were the case.

It would make sense that it could listen for messages like "your generated image is ready!" and pass bitmap data to Paint. And media like images are a common source of vulnerabilities since you're basically passing binary data into the software.