I don't know about MSFT, but I bet this would really help Google a ton. With a mono-repo and huge focus on readability, not to mention how many thousands of SWEs spend the majority of their time slinging protobufs around, it seems a significant fraction of day-to-day code could be largely automated.
Google absolutely has their own internal models that do exactly this. It wouldn't surprise me if Microsoft indeed does have an internal Copilot that is trained on their data, but even on the smallest risk that they leak their code, they wouldn't share that particular model.