That's on Microsoft for their choice of naming/branding.

Absolutely. They've made the same mess with "Copilot" as with ".NET" in the early 00's [0]. Everything was ".NET" from consumer oriented services (".NET Passport"), to "Visual Studio .NET" without anyone understanding what ".NET" was.

Now it's "Microsoft Copilot" which is different from "Microsoft 365 Copilot", which is different from "Copilot Chat" and from "GitHub Copilot", and the many other flavors.

It's a mess.

Still, their developer-focused offering seems to be "GitHub Copilot", which among other things includes "GitHub Copilot CLI" [1], their terminal-based agent. It's not bad.

[0]: https://en.wikipedia.org/wiki/Microsoft_.NET_strategy

[1]: https://github.com/features/copilot/cli/