I started
a thread about this exact issue last month when I, too, was surprised to get a PM from a Newbie with a copper membership. It annoys me that that loophole exists, but apparently Theymos won't do anything about it unless it becomes problematic. Oh, well.
Theymos's reply was:
How the code is currently written makes copper members equal to either whitelisted newbies or Members, both of which bypass ignore-newbie-pms IIRC. If it becomes a problem, I could change it, but for now: if it's spam, just report it and know that they wasted $10 spamming you.