Clippy was extremely useless. It was really good at being annoying and nothing else. It still carries that reputation to people that used it.

There were many early memes around it. "I see you're slamming the keyboard in frustration, will I turn on caps lock for you?"

There's no way they'll want to associate copilot with that. It would be a huge marketing fail.

On the other hand, Microsoft marketing is the worst in the industry by far so yeah it's kinda surprising they haven't gone there :)