You cannot copy folders from one location to another using Copy.CopyIntoItems - this method copies a document represented by a Byte array to one or more locations on a server. For more information, refer Copy.CopyIntoItems method.
A new utility class Microsoft.SharePoint.Client.MoveCopyUtil is available on the latest version of the O365 Microsoft.SharePoint.Client.dll
Microsoft.SharePoint.Client.MoveCopyUtil has the following functions:
public static void MoveFile(ClientRuntimeContext context, string srcUrl, string destUrl)
public static void CopyFile(ClientRuntimeContext context, string srcUrl, string destUrl)
public static void MoveFolder(ClientRuntimeContext context, string srcUrl, string destUrl)
public static void CopyFolder(ClientRuntimeContext context, string srcUrl, string destUrl)
for more information refer MoveCopyUtil.CopyFolderByPath method