The Copy Data node's sort order setting is not being applied. Data is returned in ascending order regardless of the configured sort direction.
I've created 3 examples — Invoke a Webservice, Call via HTTP Request and Copy Data (normal) — located in the side navigation menu. Click into each item for step-by-step instructions on how to reproduce the issue.
Note: Since this issue occurs regardless of where the Copy node and sort order are used on the source list, you can go directly to the Invoke a Webservice menu item to test and ignore the other examples. But if you want to test the other examples. Go ahead :)