First, copy id a read operation, so even if the card
were read-only, that would work.
Second, there's no way to get the SD card
into read-only mode.
Third, since about 4.4.2, only the owner of a folder can write to the folder - anywhere on the phone, including the SD card - unless the folder has write permission for "everyone" - which the
internal SD card has. You'd have to root the phone to do that for the external card. (As I recall, it's in the file build.prop.) There are some apps that can sort of do that (like
NextApp SDFix: KitKat Writable MicroSD (root)) but the phone has to be rooted. It was Google's attempt to make the SD card more "elegant" (like the rest of Linux, which is what Android runs in). I can sort of understand it, but I can also understand that Android phones aren't aimed at computer science majors, so they shouldn't have.