Midjourney cannot grant you the copyright to an image it generates, because it may generate the same or very similar image for another user. The best it can do is grant you a non-exclusive permissive license. And maybe it would get in trouble if it granted a permissive license to a copyrighted or trademark infringing image, or maybe the copyright or trademark claim simply trumps the license.

Midjourney's story is different. Midjourney sees it's AI as a tool, that you pay to use to make images. According to them, it's the user making the image, and the user has copyright (other than giving Midjourney a license to store, show, train, ... that image)