It is not paid product for non-commercial and open-source products.
The get massive amount of data if you use it in VSCode, and because of this, it is pain to ass to use on VSCodium for example. Your data is the currency, and other editors are good on limitin that.
If they wanted non-sanctioned editors integrating Copilot they wouldn't have taken the extra steps of implementing an obfuscated LSP but provided an API or a plain client library. At best this could be a pet project by a Neovim fan GH employee. Either way I wouldn't expect long term (if any) support from this thing.
Microsoft doesn't care if you use copilot with VSCode or not. Copilot is a paid product the more support the better for them.
I bet Microsoft doesn't care if you use VSCode or not. It's not a paid product.