I'm pretty sure it simply means that any objects that were picked in the event that called the function, will also be picked in the function, and you don't have to pick them again. As in the two random objects I pick in the event, will be picked inside the function, which was not possible this easy previously. The function is still only called once.
This would have destroyed ALL enemies and set the animation of ALL sprites, but with copy picked it will only do it for the picked instances.