For which code did they use copilot. If it was just software for internal use, there is no real problem with the GPL. That only starts when you distribute binaries based on GPL-ed code.
My comment assumed that GPL meant the GNU Public License, where you are allowed to use the code, but are restricted to distribute binaries.
AGPL is a different license, and it's probably not legal that code with that license should have been used in their training set.