Additional information…
This seems to happen if you “open with…” from Finder or other external software that “sends” the file to PhotoLab.
If you open PhotoLab, then choose an image, everything seems to work normally… so far 
[EDIT]
This seems to be totally reproducible and, even if you change directories after having opened PhotoLab from a file in Finder, whichever directly you move to the virtual copy bug continues to manifest itself.
To repeat myself, if you open PhotoLab before selecting an image, everything appears to work fine.