if you copy and paste the entities that the FO is connected to, it should retain the wires.
Retaining the wires if you only copy the FO itself is trickier as this is a compound entity (every connection point is a separate, invisible entity) and managing that is not easy. The official game entities can use the engine itself, any mod must rely on events fired.
I will add an issue to look into this but for now, if you are not copying the target entities as well (or do undo/redo), the wires get lost. It is a known problem.