The CoPilot executable is installed from ROM at hard reset. The files it installs in \Program Files\CoPilot can be removed after hard reset to free up a tiny amount of space, but they will be reinstalled at hard reset.
The executable exists in ROM as a CAB, and as you say, cannot be removed except by re-cooking the ROM. However, the installed files in \Program Files\CoPilot are not in ROM, and can be removed after hard reset to free some space for the root filesystem.
The map data is preinstalled on the Micro-SD card at manufacturing, but it is not installed by the ROM. If the 1 GB or so of map data on \Storage Card\COPILOT is erased, then there is no way to recover it except to buy maps from ALK, such as by buying the full version.
The CoPilot installed on the Leo is a 15-day trial version, which must be activated with a license key to become the full version. When you buy a license key, you get access to the latest executables and maps.
SX66 (Blue Angel), XDA Flame, Touch HD (Blackstone), HD2 (Leo), Omnia II, Nokia N900 (sorry guys)