I'm pretty sure we would know if they did that. And we don't.
Plus this is not legal in the EU (and Canada, and ... let's just say the entire rest of the world, and accept that I'll be wrong for one or two smaller countries). Doesn't that matter? Or is only Mistral disallowed from training on copyrighted materials? Je veux ma chaton fat, goddamit!
AI companies legally acquiring books have indeed been in the news: https://news.ycombinator.com/item?id=49330742
And where are you getting the idea that Mistral doesn't train on copyrighted data? There's not a lot of code written by people who've been dead for more than 70 years, but somehow Mistral has been able to release coding models anyway.