Well I always thought it was because the copper seeps from the pipes easier when the water is hot, hence water from the hot tap would contain more copper (if you have copper pipes). But you are right, I don't know of any sources to actually back that up, I think it's just something I read somewhere and have always believed.
By the way, comercial copper test kits are generally regarded to be completely useless, as they won't show copper readings until there is a very high amount in the water.
EDIT: Did a little bit of searching, and I found this on petshrimp.com:
"Many people use the hot water tank to regulate the temperature of the tap water when making water changes during the colder months of the year. Shortly after the water change your shrimp start dying one by one.
Suggestion: *Never* use the hot water tap. The hot water has increased levels of copper, lead and possibly other heavy metals toxic to shrimp. Due to certain chemicals added to the hot water, the copper pipes corrode more easily and release copper directly into the water. Other chemicals are also added to the boiler which, helped by the temperature of the water, release heavy metals into the water. Whereas fish will be fine (in the short term anyway), shrimp will react adversely immediately. "