Actually, they extremely bad at that. All training data contains cod + tests, even if tests where created first. So far, all models that I tried failed to implement tests for interfaces, without access to actual code.
They can, but should be explicitly told to do that. Otherwise they just everything in batches. Anyway pure TDD or not but tests catches only what you tell AI to write. AI does not now what is right, it does what you told it to do. The above problem wouldn’t be solved by pure TDD.