What ! you are saying very negative thing about a major Python product like pip and you say that this is not the proper place to discuss !! Let's start a flamewar :-))
Well, not; pip is indeed nightmarishly quirky.
However on conda.io, site of the main competition (anaconda) they say that pip does very well what it is trying to do.
So after playing a bit with anaconda, I realized that as you are using OpenBsd, the Tryton project is unlikely to use it, so I decided that it could not be so hard to do that with pip, researched the Net a bit, read the Python documentation, and if turns out that if there is indeed no way to copy the COPYRIGHT file using package_files, it can be done with data_files:
maybe it could still be simpler, but a one-liner is not bad.