Mine (MDO3000 series) does that too. Even more convenient, IMO, is its ability to save a screenshot to a network drive with a single push of a button.With my Tektronix scope, I can connect to it using ethernet and and web browser. It will then completely mirror what is on the screen of the scope so that kind of cut and paste is a lot better than using USB thumb drives.
I have very few complaints about this scope, but I suspect it's somewhat outside the OP's budget. In the sub-$1k range, Rigol seem to offer good value, though my experience with them is limited.
Displayless scopes such as Picoscope can be every bit as good electrically as a traditional model with screen and knobs. My worry is that the software will suddenly break with some OS update, rendering the device useless.