I am using v220.127.116.11 and get the same results using the command line. I think this is normal. It makes since that when you start the <Edit> function <copy-move> and something is already selected, it becomes the selected object for the next action. The last thing you draw is always the last selection, even when it is a copy entity.
If you deselect everything <CTRL-k>, then when you click <Edit> and <copy-move>, the toolbar changes to the selection toolbar letting you know that a selection is required. If you select something first, then click <Edit> and <copy-move> then you don't get the selection toolbar. Instead you get the <Object snap> toolbar for the next step. This appears to be normal behavior even though pressing <CTRL-k> can be a nusiance.
You mention that it doesn't do this with mouse clicks, but mine does it also with mouse clicks. Which version are you using? My pro version 18.104.22.168 will not take the <mv> command, I have to use <move> in this case and all commands will not take the 2-letter short-cut on my winxp-pro-sp2.