As software development practices increasingly adopt AI-powered tools, ensuring that such tools can support secure coding has become critical. This study evaluates the effectiveness of GitHub Copilot's recently introduced code review feature in detecting security vulnerabilities. Using a curated set of labeled vulnerable code samples drawn from diverse open-source projects spanning multiple programming languages and application domains, we systematically assessed Copilot's ability to identify and provide feedback on common security flaws. Contrary to expectations, our results reveal that Copilot's code review frequently fails to detect critical vulnerabilities such as SQL injection, cross-site scripting (XSS), and insecure deserialization. Instead, its feedback primarily addresses low-severity issues, such as coding style and typographical errors. These findings expose a significant gap between the perceived capabilities of AI-assisted code review and its actual effectiveness in supporting secure development practices. Our results highlight the continued necessity of dedicated security tools and manual code audits to ensure robust software security.