It is not possible to copy keyframes by copying the object itself. Copying keyframes means using the key graph editor, right-clicking the animated channel or the entire object and pasting them on another channel and / or object within the key graph editor.
I see that it can be useful to copy keyframes only and it can be essential NOT to copy them together with the object.
But I have found it annoying so many times, that I have to do those two steps when I WANTED to copy object+keyframes. Just think, that you want to copy 20 objects "“ with the described 2 steps it IS annoying...
Me, simple-minded, I would think: why not integrating a "copy with keyframes" menu item? You just could select 20 objects in the object inspector and "copy with keyframes" them and paste them afterwards within 10 seconds.
Wouldn't that be nice?