In Windows shutil.copy() uses _copyfileobj_readinto which copies file in user mode.
In Windows there is an fast API to copy file in kernel mode: CopyFile (see https://docs.microsoft.com/en-us/windows/win32/api/winbase/nf-winbase-copyfile).

> In Windows there is an fast API to copy file in kernel mode: CopyFile

The possibility of calling CopyFileEx() for shutil.copy2() is discussed in issue 30044. Note that CopyFileEx() is a high-level Windows API function, not a "kernel mode" copy. It opens the source and destination files and makes multiple system calls in order to copy file data and metadata (e.g. system calls such as NtOpenFile, NtCreateFile, NtReadFile, NtWriteFile, NtQueryInformationFile, NtSetInformationFile, NtQueryEaFile, NtSetEaFile, NtQuerySecurityObject, etc). This includes copying the primary data stream, alternate data streams, file attributes, extended file attributes, and security resource attributes.

> Note that CopyFileEx() is a high-level Windows API function, not a "kernel mode" copy.

This is true today, but could change whenever Windows feels like changing it. If we switch to the native API then we'll get any advantage there automatically.

The only challenge is in managing changes to semantics (that is, anything extra we do to "match" Unix that isn't normally how copies work on Windows - personally, I'd rather be more native on Windows anyway).