I think I must be doing something wrong. I want to use Copy Project to copy and existing client's project as a starting point for a new client's similar design.
We use Business Manager and our Sales Order information is saved with the original Project.
The Sales Order information is still visible in the new "Copied Project" with the original Client's name on it.
I had the same issue. I called support and they told me it was a bug in 4.6 (I think this feature is new in 4.6 if I remember correctly). They told me there should be a new release out soon that fixes this problem.