They did! In the faq which I can't find anymore they said:
>GitHub Copilot is a code synthesizer, not a search engine: the vast majority of the code that it suggests is uniquely generated and has never been seen before. We found that about 0.1% of the time, the suggestion may contain some snippets that are verbatim from the training set.
>GitHub Copilot is a code synthesizer, not a search engine: the vast majority of the code that it suggests is uniquely generated and has never been seen before. We found that about 0.1% of the time, the suggestion may contain some snippets that are verbatim from the training set.