This GitHub Copilot thing is pretty polarizing. According to one of the expert papers they sollicited, it's unlikely MSFT/GitHub is breaking any copyright laws.
What they're doing does feel icky, and they could have mitigated a few concerns by a) making the inventory of the full training set public and b) at least attempt to attribute if there is a direct copy (which by their own admission happens about 0.1% of the time). These seem very simple steps they could take, and takes away the "shady behavior" argument.