Using Google Chrome, I encountered strange bug affecting the copying and pasting of cyrillic urls.
When pasting, the non ASCII characters in the Url are converted to Punycode.
Performing some tests revealed that the same behaviour is present also in Firefox.
Doing some research led me to Issue 68718, unfortunately marked as WontFix stating:
Links on Wikipedia itself are a red herring, as comment 50 notes -- they're escaped in the page source. The actual issue here is demonstrated by the link in comment 0. We escape URLs when copying them. This behavior matches Firefox 4 (by default) and Safari 5, though not IE9.
We added this behavior on issue 2820 to fix a variety of problems in languages like Japanese. Because those problems resulted in users unable to navigate to the pasted links, whereas this issue seems to be solely about cosmetics (in that escaped URLs are ugly and hard to read), preserving that behavior change seems like the more important thing to do.
Few things can be done if this issue is affecting your day to day usage of Google Chrome…
Before copying the URL add any character at the end of it, then erase it. After this operation the copied URL will preserve its structure not producing punycode when pasted.