This doesn’t seem to work very well on windows.
I click, I alt, I drag, the selection moves, it doesn’t get copied. Some 7 tries later it gets copied. Maybe there is some subtle nuance where you’re sort of dragging the selection when you alt, I don’t know.
It seems non-deterministic. If you click, alt, and drag (in that order), the selection should copy, regardless of whether the mouse is moving when you alt or not.
I’m totally uncoordinated. 
I have the same issue…sometimes it works and sometimes it doesn’t…If it is my lack of coordination…perhaps
I don’t have any problems here, and I’m on Win10x64, I tried to get it to fail but it just copies every time. You can also click-drag then press Alt to copy, is that any better?
Mike.
Alt+ click+ drag in this order. Don’t click first… Also don’t click on the little square on the part for coping…
Actually nope. Click+drag+alt works around 35% of the time. A bit of improvement maybe, but still not reliable.
Like I said, I’m uncoordinated. I’m much better with an algorithm than nuance. 
I had this problem when I was switching to Cubase from a different soft. Found out that I was releasing the Alt key a bit earlier than releasing LMB. When I started to pay more attention to this, the problem disappeared. Also, I don’t see any problem in 1) LMB, then 2/3) Alt, 3/2) Ctrl, as AP has mentioned to start with Alt.