Do you have Microsoft 365? I use a Home Use license. This does not work for me. In my screen capture, my preferences are the smaller window on the right. The left/behind window is from the video. Note: I checked and my version of Word is the latest.
Barbara

OK. To everyone that is using Mac Word, I have found a way to actually disable the Icon in the document.
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can now say, that the annoying thing has gone - yay!
What happened when you clicked on the CoPilot icon in your Authoring and Proofing tools? (The background Preferences dialog on your screenshot)
Turning off connected experiences (first video) seems like throwing out the baby with the bathwater.
I understand how frustrating this is, especially with the lack of documentation and communication.
By the way, there are a whole bunch of different "latest" versions of Word floating around. What helps people here identify what you have is the number.