After all, Microsoft may not itself be infringing so there may not be a cause of action against them by the copyright holders - but there's probably cause against the (unknowing) infringers and they may have cause.
No court is ever going give you that subpoena nor would it even be possible to comply with it even if granted. You might get “show me all the repositories used in the training data for Copilot that contain that snippet.”
Quite possible, but the details could be tweaked to be more viable. The underlying message of "your tools have done us wrong and we're going to drag your customers who benefitted in" could still get through.