I'm sure Jan could answer this but, it's Christmas Eve so, not sure who's around. I'll give you my input. It would depend on the wording of the instructions, as to whether it said it must remain in full screen from that point forward or if it says it must be completed in full screen. If it's the latter, I'd assume that they would mean that no progress should be made no the HIT while not in fullscreen. That said, every HIT is going to be worded differently and it's up to you to interpret the instructions for that specific HIT. To me, it would be fine and mentioning to someone that you had to drop out of full screen to copy/paste would be no big deal. The statement "usually after the initial request for you to switch to full screen and it confirms that you have switched you can back out of it," without the qualifier, "then switch back into fullscreen before completing the HIT" gets close to that ethical border that we don't like to cross. I think that's all Jan was trying to point out.
I'm not speaking for Jan, just trying to help.