Maybe but it also uses those index cards that show a summary of information so you don't need to navigate to the actual website that contain the original content, there might be a link there but it's usually small and practically unnoticeable.
If Copilot provided a “small and practically unnoticeable” attribution to the code used, it would definitely improve the situation, especially for licenses like MIT that require attribution and nothing else.
When you ask it a question, it will often simply construct an answer from the pages it indexed, so people don't have to click. Sure, it links it, but for what? Thankfully, the answers are almost always useless.