It's strange how this thing was not an opt-in feature at GitHub. I also feel like this thing is a violation of my integrity and I will consider stop using GitHub as well
Whether training an ML model on code is fair use is still an open question, but I don't think GitHub is a greater villain here than anyone else doing the same thing (at least until they start using private repos).
I don't ask for opt-in when I copy a snippet from Stack Overflow or use some code from an MIT licensed repo.
The only question, I think, is if what Copilot does is actually in compliance with the licenses.