Windows build in copy is NOT used. Multi Commander using it's own. Have it's own buffers and ways of reading and writing.
For example if target and source is located on physical different drives, it is copying using async mode (Write data on target while at the same time it can read from the source)
It is possible to tweak how this should work.
In the Copy dialog you can "Options>>" and then "Advanced>>" and the Read/Write Strategy can be tweaked.
However... It is not recommend that anything is change here, unless you really know what you are doing..