I agree, 'copy' and 'paste' work in different ways. It appears that in the graph window, a 'copy' will actually copy not just the current parameter; but all the params for the actor. When one pastes, it creates keyframes for all of the parameters - not just the one visible in the Graph window. And - as reported, only for one frame.

Of any help to anyone else wanting to diagnose this odd functionalty, be aware that Poser stores clipboard data in readable ASCII. So, to see what one has just copied, simply Paste into Notepad.