Probably because it's generally not considered necessary (though I'll be shocked if someone doesn't come back saying there's a setting you can use to do just that).
Visually, you get no indicator that a copy has occurred, though a cut is obvious since something disappears and a paste is just as obvious because something appears. That being said, the CTRL+C (copy), CTRL+X (cut), and CTRL+V (paste) commands are used so frequently and are, in my experience, 100% reliable or very close to it, and become such an automatic thing for keyboard shortcut users that announcement as a default would be auditory clutter.
Brian - Windows 10 Pro, 64-Bit, Version 1909, Build 18363
Most of the change we think we see in life is due to truths being in and out of favor.
~ Robert Frost, The Black Cottage (1914)