Pretty much everyone takes a copy of the codebase they've been working on with them when they leave, unless it's too huge to copy without being noticed. For reference purposes more than anything.
I know people with private copies of some decent chunks of FAANG source code, for example. They'd never leak it, it's tucked away just in case they want to refer back to it, for whatever reason.
Just don't worry about it, it's not a big deal.