The same happens with menu items too. It used to be easy in Joomla 1.5 , but that has changed since 2.5 . Now, if you want to copy or move a joomla existing menu item, you will need to scroll to the bottom of the page .
Select the menu items, select what you want to do (copy or move), and from the drop down , select ADD TO MENU . Click PROCESS and you are done.