So, if you just use copilot to generate random things, you are ok. But if you try to use the generated code for anything: distribution, selling, eventually usage. Then, you are violating the licenses in the same way as you took yourself the parts of code to reuse.
It is possible users of copilot that should avoid that or be very careful to check any line produced (that is almost impossible).
Also, by itself, copying one or two lines of code can hardly be limited by copyright. But, as we so, copilot can spit big full block of code from existing projects.