Is M365 Copilot sending some prompts to Anthropic?

For countries outside the EU, Claude was turned on by default as a subprocessor. It appears that choosing Claude may be sending your prompts outside the M365 tenancy to Anthropic in the US.

Here's the tricky part: It is not clear from any of Microsoft's documentation whether leaving chats on "Auto" may be funneling to the Claude subprocessor when it chooses to.

Does this mean that non-US Microsoft business environments may have started sending user prompts to Anthropic in the US by default?