It doesn’t train itself on your local code. It’s probably using your colleagues code in your codebase as part of the input to decide what you want. Someone else in a separate project will never see Copilot recommendations of your colleagues (as long as GitHub doesn’t change their ToS)
His is duplicated (uncredited, without his permission) numerous places on the internet. And github reproduces it verbatim. So now I expect it to be in even more places.