Good point again, but no. MacOS.
Allowing this to happen would've been incredibly stupid. But it's worth investigating further.
Even if they were scanning all the files, Copilot's terms [1] explicitly says they do not use the data to provide suggestions for other users.
> GitHub Copilot does not use these URLs, file paths, or snippets collected in your telemetry as suggestions for other users of GitHub Copilot. This information is treated as confidential information and accessed on a need-to-know basis.
[1] https://docs.github.com/en/github/copilot/github-copilot-tel...