I just did some quick testing and the copy/paste command for study boundaries is limited to same file only. Even in that case there are some limitations in copy/paste between different study types.
I don't think you are missing anything here.
I ended up just making a configuration with the sub assembly in the assembly model. I did all the verification of constraints and contacts in the sub assembly configuration simulation and then copied them over to the full assembly simulation. Seems to work but for some reason some of the contacts are listed as copy of XXXX and some are just the same as the sub assembly simulation. But it does not seem to be causing any issues as far as I can see.