Sledge: Well, of course the "surface" is a shared (which is why modification affects all entities) - that doesn't prove much
Hooray! Welcome to the net, Sledge, where we will say that CopyEntity must carry a surface overhead, wait until you show us that it doesn't, then - aha! - say OF COURSE NOT YOU IDIOT! :D
So okay, this is obviously some sort of byzantine test. So I'll bite: What it proves is that you can build a nice single surface sprite/particle system (copies can be scaled, oriented and retextured individually, remember) without having to fiddle and faff around with vertices manually... that might not mean much to you, but I bet it means quite a bit to those who went and wrote complex fiddly SS systems on the opposite assumption!
I tried a performance test to see whether CopyEntity meshes or CopyMesh meshes are faster
Sorry, I thought the fact that it is faster was implicit in my previous post. More surfaces = less speed in B3D, and CopyMesh = more surfaces whereas CopyEntity doesn't. I don't know anything about these "state changes" - I just know that less poly's and less surfaces equals happy.