How do you know that there is copper in those fumes? There may be ozone from the electrical discharge, or a coating on the wires that's burning up. And if there is copper, how do you tell if it's only the pure metal (which is non-toxic), or one of the 1000s of chemical compounds that contain copper ions?
If you worry about this, think about touching all those coins that have copper in them. Or <shudder> nickel...