Can you use git's Copilot from the command line? If you can't, then you have nothing to opt out from.

It's not git's Copilot it's Microsoft, or at best github's, Copilot.

And Copilot is integrated with IDEs. Doesn't need any interaction with the github site beyond the initial sign in...

They also sent an email.

Did they? Not to me, and I have a 'review this new sign in' from 4 days ago so them emailing me works.