The messier issue is probably using the model to write code outside the US. Americans can probably analyze code from anywhere in the world and refer to Fair Use if a lawyer comes knocking, but I can't refer to Fair Use if a lawyer knocks on my door after using Copilot.
It is not US specific, we have it in EU. And e.g. in Poland I could reverse engineer a program to make it work on my hardware/software if it doesn't. This is covered by fair use here.