@_elena Copilot is still beta and in testing so things can change. Differences come with GDPR its user rights (transparency, consent, the purpose limitation). Latest update introduces encryption for all data collected and several options to prevent copilot from gathering data.
But of course there is a smell of backdoors in the air and the wonderful opportunity to revisit your past activities without real-time access for all villains out there. MS did not good this year in terms of privacy.