> Your GitHub Copilot setup is incomplete. Select your preferences blow to start using GitHub Copilot. [sic - typo 'blow']

It seems that Github has added some new settings for Copilot. You can now block suggestions matching public code and opt-out of "allow[ing] GitHub and its affiliates to use my code snippets to research and improve Copilot suggestions, related models and product features"

I haven't seen this before till today. Is this new?

the URL is broken, it should be https://github.com/settings/copilot