using COPY command and wal_buffers
As the documentation states:


  There are two commonly used internal WAL functions: LogInsert and
  LogFlush. LogInsert is used to place a new record into the WAL buffers
  in shared memory. If there is no space for the new record, LogInsert
  will have to write (move to kernel cache) a few filled WAL buffers.
  This is undesirable because LogInsert is used on every database low
  level modification (for example, row insertion) at a time when an
  exclusive lock is held on affected data pages, so the operation needs
  to be as fast as possible. What is worse, writing WAL buffers might
  also force the creation of a new log segment, which takes even more
  time. Normally, WAL buffers should be written and flushed by a
  LogFlush request, which is made, for the most part, at transaction
  commit time to ensure that transaction records are flushed to
  permanent storage. On systems with high log output, LogFlush requests
  might not occur often enough to prevent LogInsert from having to do
  writes. On such systems one should increase the number of WAL buffers
  by modifying the configuration parameter wal_buffers.


Which means for me that in such a situation the system will need more time to complete the COPY because of the writes.