The Claude terms of service [1] apparently preclude Anthropic or AWS using GitHub user data for training:
GitHub Copilot uses Claude 3.5 Sonnet hosted on Amazon Web Services. When using Claude 3.5 Sonnet, prompts and metadata are sent to Amazon's Bedrock service, which makes the following data commitments: Amazon Bedrock doesn't store or log your prompts and completions. Amazon Bedrock doesn't use your prompts and completions to train any AWS models and doesn't distribute them to third parties.