CLN: remove unused import causing flake8 error on master
Cleanup in #23971 removed the last use of the `copy` module, so `flake8` is now failing master due to an unused import. This fixes master by removing the import.

- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry
