Hm. Perhaps you could be more specific, because what you've just written is simply the purpose of color sets. Doesn't tell me why you want to copy and paste them.
My understanding is that you can have more color combinations available if you use "custom" color sets in addition to project wide sets. And in instances where multiple menus need the same "custom" color sets, it owudl be nic eto be able to copy them instead of writing down eth RGBA values and manually inputting them.
It would also be great if menu attributes could be copied.
Generally if I can plan out the DVD, I set the main menus style-wise 1st -- then any created menus will inherit those attributes... easier than copy/paste. DVDA does have a paste attributes function though, and there's always the option of creating templates that can be applied.