(The following assumes using the web interface)
In Google Drive, if a user wants to make a copy of a file, they can drag it to a new location while holding the Control key (on Windows; possibly command on Mac); while Control is held down a little + (plus) symbol appears next to the pointer to indicate the users is copying rather than moving.
However, with Team Drives in the picture, this seems to break. I want a user to be able to copy a file out of a Team Drive into their 'My Drive'. If they try holding Control while dragging it across, the + sign appears, but then provides an error message that refers to moving rather than copying, as though the copy modifier is ignored. After the error message, a copy of the file is not present in the destination folder.
Since we have options to prevent most users from deleting files from Team Drives, selecting "Make a Copy" in the Drive UI doesn't work, as it makes a copy inside the current (Team Drive) folder, then the user is prevented from moving them into their My Drive.
If a user opens the file in the relevant app (e.g. Sheets), then selects "Make a Copy" they can make a copy into their own My Drive easily enough, so it's not a permissions problem, but rather the Drive Web UI seems to prevent this; if there are several files the user wants to copy this becomes quite painful to have to open each then copy.