Same as an LLM, they can be used in an illegal way if used to copy copyrighted material. So I can't tell it to reproduce a copyrighted work. But it can create new material in the style of another artist.
You do not have to produce an exact copy of something to violate copyright, and I think anything the LLM outputs is violating copyright for everything it has ever trained on, unless the operator (the person operating the LLM and/or the person prompting it) has rights to that content.