It looks like we changed the copy and paste behavior at some point in the past. The copy and paste didn't work for lines that spanned two physical lines on the screen because of the added C/R so we decided that if there was something other than a space in the last column, when one does a copy that spans the end of that line a C/R is NOT added (this allows one to copy and paste long lines back into the unix shell).
The copy whole screen option is still done in the old way since that is obviously not going to be fed into a shell (hmmm, looks like this is not the case!).
The only workarounds I can see are:
1) Copy the whole screen and trim out what you don't want after the paste.
2) Alter the banner line(s) in the app so it doesn't go all the way to column 80, say 79 instead. (BTW many apps try to avoid column 80 entirely because the behavior in the 80th column differs from one terminal emulation to another).
3) Temporarily put the screen in 132 column mode, do the copy and paste and put the screen back in 80 column mode (the 80th column isn't at the end of the line in 132 column mode so the C/R's will get added).