The laws of physics don't change. But the properties of materials do. Copper has more tensile strength than lead. So it takes more force to pull it apart
This is just a hypothesis. I have no data:
As Bob noted, a thin jacketed varmint bullet is more likely to disintegrate in air than a big game bullet with a thicker jacket and a harder lead alloy core.
So it seems likely that a solid copper alloy bullet would be able to resist even more rotational stress. In other words it could provide more centripetal force so as to resist a higher centrifugal force.
Similarly, a copper is more resistant to deformation upon contact with animal flesh. Which results in higher weight retention and deeper penetration.
