OK, so we're talking about File System Shield only.
File System Shield does have only a limited set of unpackers enabled (because unpacking big archives like ZIP or RAR on access can easily kill your system - blocking it for tens of seconds when you touch a file). So yes, an on-demand scan with all unpackers active can certainly detect more (but to run a packed file, it has to be unpacked somewhere first - and that's when File System Shield would detect it).
To make things a bit more complicated, some (only a few) file types are scanned "on open" (i.e. on the source side of the copying process), more file types are scanned "on write" (i.e. the destination of the copy). Furthermore, the scanning on the destination side may even be delayed (i.e. the file doesn't get scanned right away, but there may be some delay - unless you open the file in between, it can be scanned in a few second instead of right away; when you're copying a huge number of files, the queue may get longer and delay bigger).
So the conclusion is - yes, copying a set of files from one location to another is not a good way to clean/disinfect that group of files; an on-demand scan is certainly better for that.
The shields sensitivity/scanning/actions are optimized to avoid unnecessary scanning and avoid slowing down the system during common operations; they should block infected files before they're actually used, but they are not trying to scan everything right away.