Copilot it's very helpfull but don't think that is God. Often it's wrong. Windows 10 is supported
https://learn.microsoft.com/en-us/azure/backup/backup-support-matrix-iaas
I use copilot too, and it give me the same response that it gave to you. I reported the error and he answer as follow: " You’re right, and I apologize for the confusion. According to the Azure Backup support matrix, Azure Backup does support backing up VMs running Windows 10. Here are the correct options:
A. VMs that run Windows 10: Supported.
B. VMs that run Windows Server 2012 or higher: Supported.
D. VMs that run Debian 8.2+: Supported.
E. VMs that have been shut down: Supported, with the backup being crash-consistent.
Both running and shut down VMs can be backed up, so Option C is also technically correct, but it doesn’t add new information since both states are supported.
Thank you for pointing that out! If you have any more questions or need further clarification, feel free to ask"