A family of Microsoft word processing software products for creating web, email, and print documents.
You should no longer have to shut down all Connected Experiences in order to disable Copilot. There should be a check box i Word> Preferences - Copilot which you can clear.
However, my understanding is that Copilot doesn't do anything unless the user chooses to employ it. Like virtually all other tools it's simply available. IOW, despite its intrusively promoted appearance it's dormant just like character/paragraph formatting, page numbering, Indexing, etc.
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