Traditionally, DOS allowed you to use COPY to create simple files via:

C:\>COPY CON FILENAME.TXT This is a line that ends in return. This is another line ending in return. ^Z 1 file copied. C:\> […]
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C:\>COPY CON FILENAME.TXT
This is a line that ends in return.
This is another line ending in return.
^Z
1 file copied.
C:\>

In stock DOSBox 0.74, COPY CON FILENAME.TXT does not echo the line as it's being typed, and it does not seem to allow users to type multiple lines. A file with the (invisibly typed) characters is created upon pressing return for the first time, and there's no need or opportunity to press ^Z.

(This may or may not be related to the fact that a VI.COM text editor seems to append ^Z [26, 1Ah] to each file it saves, but that may also be a separate issue or bug in that DOS port of vi.)

Anyway, is DOSBox's weird COPY CON behaviour a bug?