FTP Servers do not support the Copy command. If you copy a file from a folder in the Remote pane and then try to paste it in any folder in the Remote pane itself, you are moving the file from the original folder to that folder or to a new location on the server. FTP protocol does not allow you to retain the original file and create a copy on other folder. You can use the Cut & Paste command to restore the original file. This is a limitation of the FTP protocol.
Download the file.
Upload the file to the new location. Another option is to perform a site-to-site transfer.
All the servers do not support site-to site transfers.
You can copy a file by downloading the file and then uploading again to the new destination folder, or by performing a site to site transfer on the same site (if the server allows it).
The copy command is in the menu because, you can copy files from the remote to the local pane, or to the queue, etc.