Its annoying especially since Copilot exists in Visual Studio (Code too I believe) and its not exactly "the same" thing as far as I can tell. I really hate Microsoft's naming conventions. At least call that one Copilot for Devs or something more meaningful.
The Copilot in Visual Studio (Code) is not the same as Microsoft's Copilot. The former is GitHub's AI product and the latter is Microsoft's AI product. You can tell them apart because GitHub Copilot's icon is a helmet with goggles and Microsoft Copilot's icon is a colourful swirl thing.
It's wildly confusing branding not only because they're identically-named things that both repackage OpenAI's LLMs, but also because they're both ultimately owned by the same company.
I can only assume that the conflicting naming convention was either due to sheer incompetence or because they decided that confusing users was advantageous to them.