E-mailing a paper under review to a prospective PhD advisor; a co-author wants all co-authors to be CC-ed. Is this OK?
I asked my co-author which is my advisor for a permission

Here a better move would have been that of asking all your coauthors for permission.
I'd now:

Inform all your coauthors, cc'ing your advisor, asking if they are OK with that.
Inform your advisor that you would not feel comfortable in cc'ing the coauthors in the discussion with the prospective supervisor.
Write to the prospective supervisor without further copying your coauthors. At most, if your current advisor insists with that, use a blind cc.