I’m not sure what Emac’s principles are on it, but perhaps an error
pointing to this change when attempting to copy to a non-existing
directory would help people in the future as well since this is a
change in behavior to an existing function w/o a deprecation.
I think copy-directory is mostly used by libraries, so alerting the user wouldn't help: the problem is in the libraries that invoke copy-directory.
That the behavior changed is unfortunate, but unavoidable due to security concerns. The behavior changes are mentioned in NEWS.