You have to ask yourself....What is the biggest benefit vs. risk ratio to having Copper Lines? Benefit of cooling/heatsink effect? If so, I imagine it would be theoretically minimal compared to the properties of aluminum. Just like the arguement for aluminum vs copper radiators. It's all in the design/setup.
I'm not a metallurgist but if it was insulated somehow that might be another story. An effective ceramic coating (great heat sinks) on the outside walls of the fuel lines could dissipate heat as well, especially if it was coated near the headers/exhaust. Same goes for brake lines that run near hearders. With all these special coatings engine builders are using these days I bet there would be a market for this kind of thing if it could be proven to be effective. That's with scientific testing and not "mickey mouse" engineering :-k