Version control is probably the easiest thing to self host for both individuals and enterprises, but that's still very different from Copilot. A Git service provider will have access only to what I choose to push, but Copilot gets access to what I'm TYPING. It's scary, at least for me.
It's very easy to host your own GitLab server if you need a fancy web interface, and even easier to just put Git anywhere if you don't.