Repro steps:
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Make a function in a Blueprint class with a single vector output
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Open the function graph
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Add a Make Vector node
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Add a function Return node
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Link the Make Vector node return value into the Return node output socket
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Select both nodes and copy them into the clipboard
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Paste them nearby
The link between the pasted nodes is lost.
Makes copying complex function graphs a tough adventure. If this is going to be fixed then please address the case of copying nodes between different functions/blueprints as well.