As per documentation http://initd.org/psycopg/docs/advanced.html Copy commands are not supported in asynchronous mode, but this will be probably implemented in a future release. In pgAdmin4 (open source) we have used async connection to run the SQL query on PostgreSQL database and uses poll() function to poll the results. When user runs any COPY command application hangs at poll() function.
If copy command not supported then at least it should not hang the application. poll() function should return the proper error message.
Can you please provide that fix until support for copy command won't come.