How to make a high-resolution capture in the Preview application on Mac?
If you just want to make a quick copy of a graphic inside a PDF for your Evernote, scale it big enough and make a (rectangular selected) screenshot of it (⌘⇧4).

As for copying a graphic from PDF into Photoshop: I think it would be a good strategy to save the PDF as TIFF (selecting a high enough resolution in the export dialog) and then cutting out the region that you need. This way, you can get an even higher pixel density / resolution than you would with a screenshot (simply because you can make the exported image larger than your screen).

A note aside: if the chart in your PDF was a vector graphic (scalable without losing quality), converting it to a bitmap graphic will always lead to some quality loss. But Photoshop cannot handle vector graphics, of course.

To your question about the copy-paste behavior: I think it's because of the way Mac OS X's pasteboard works. It copies the whole PDF from Preview (along with the information about your selection rectangle) then, on pasting, maybe guesses or lets the receiving application decide which part of the information in the clipboard it wants to use. Photoshop seems to say "just give me the whole PDF page, regardless of the selection", while the Evernote's rich text editor says "give me the selected part, converted to an image"...

It's a bit like, if you copy formatted text from a Web site, then paste it into a word processor that supports rich text (such as Word), it will keep the formatting, otherwise (if it's a plain text editor), it will pull only the text content of the pasteboard object, ignoring the formatting.