Try adding wikitext markup to MediaWiki:Copyright.

It doesn't work.

Suggest switching this to wikitext.

MediaWiki:Lastmodifieddat *is* displayed as wikitext; presumably the code for this can be reused? They do a similar thing. They might even reasonably be merged together into a single wikitext-based footer that appears on every page? Also with "Privacy policy" "about {{Sitename}}" and "Disclaimers" all together?

Presumably this is because of the age of MediaWiki:Copyright.