Yeah, that's basically the case. They don't have a plugin system, afaik it's still in the planning phase. They have LSP support, but copilot is a non-standard kind of LSP, and last time I looked the devs weren't interested in doing the integration work needed to get it all working nicely.
Can't say I blame them, it's their project after all. Just frustrating because I would totally use helix if not for the lack of that one feature. I actually still use it, but just as a quick way to make edits in the CLI, and not for full time dev. It's a great editor and project nonetheless.
Reading this thread, I really like the idea of an IPC mechanism like Kakoune uses (and Neovim has IIRC)
If this were the case, integrating copilot or other ao tools would become pretty straightforward!