This seems to be an issue only when the pasted key has the same value as the key before it. In 4.0:
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After pasting the left key at the timeline position:
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In 4.0 Bezier is kept and the handle of the before key doesn't change. In later versions of Spine this gets changed to linear because the keys are straight across. I can see this could be annoying if you plan to adjust the value afterward, as you'd have to set Bezier again.
When you hold ctrl+shift
and drag a key to copy it, the behavior is almost identical. That can make it easier to see what happens in various scenarios. Doing that I notice in 4.3 it's linear even if the copied key value changes, we'll fix.
Unfortunately there is no fix for this behavior in 4.2. As a workaround maybe you could copy one extra key, then delete it after you paste.
We could consider changing it in 4.3. Linear makes sense if you won't change the value after pasting, but maybe we shouldn't be forcing it on you.