### What changes were proposed in this pull request?
Fixed `CrossValidatorModel.copy()` so that it correctly calls `.copy()` on the models instead of lists of models.
### Why are the changes needed?
`copy()` was first changed in #29445 . The issue was found in CI of #29524 and fixed. This PR introduces the exact same change so that `CrossValidatorModel.copy()` and its related tests are aligned in branch `master` and branch `branch-3.0`.
### Does this PR introduce _any_ user-facing change?
No.
### How was this patch tested?
Updated `test_copy` to make sure `copy()` is called on models instead of lists of models.
Closes#29553 from Louiszr/fix-cv-copy.
Authored-by: Louiszr <zxhst14@gmail.com>
Signed-off-by: Huaxin Gao <huaxing@us.ibm.com>
a0bd273bb0