Is it not possible to change this limit? As a user, why I can't define this row limit in 200 or 1000?
Most likely because nobody bothered to write a patch for this. Actually, that's the first time I hear someone complaining about this. Note that it wouldn't be complex to do, but I don't really see the point: you're not supposed to use COPY in the query editor. That's the wrong tool for it.