I asked Copilot and it told me that the chat history between it and I is stored on my computer, not on its side. It told me the same thing in two different conversations, at two different times. I cleared all site data, re-logged in, and the chat history was still there. When I asked Copilot where this data was being kept on my end, it said: "The chat history you see on the right side of your screen is part of the web application’s interface. It’s stored locally on your computer, separate from your browser’s cookies and site data. If you need to access it later, consider taking screenshots or saving a copy! 😊"
It wouldn't clarify what this web application interface was. Where is this data kept?