You're right, completely removing Copilot through the registry is a non-standard method, and Microsoft doesn't officially offer a way to disable the "Try Copilot Pro" prompt yet. Here are a couple of options you can try:
Check for Updates: While unlikely, there might be an update available for Microsoft 365 that removes the "Try Copilot Pro" prompt or offers a way to disable it. Open any Office application like Word, go to File > Account, and click "Update Options" > "Update Now."
Click on "File" and then "Feedback."
Choose "I don't like something" and describe the "Try Copilot Pro" prompt being intrusive despite removing Copilot.
Submit the feedback.
Ignore the Prompt (For Now): This isn't ideal, but it's the most immediate solution. Clicking the "X" on the prompt should close it without activating Copilot Pro.
While there isn't a perfect solution at the moment, hopefully, future updates will offer a way to disable the "Try Copilot Pro" prompt completely. Combining checking for updates with sending feedback might nudge Microsoft towards providing a user-friendly way to opt-out.