What use is the copper foil between the primary and secondary windings of a transformer?
It's there to reduce the coupling of high-frequency noise from the AC line, switching regulator harmonics, or other 'unclean' energy into the secondary winding.  The shield won't improve the magnetic coupling but it won't hurt it either, and energy at higher frequencies that would have been transmitted via interwinding capacitance will be attenuated.  

Part of a defense-in-depth EMI control strategy, basically.