It is in Grease Pencil mode that DopeSheet does not allow you to copy and paste keyframes.
I reset the Keymap settings to factory defaults. I still can't copy and paste. Why?
Blender 3.0.0
Try, instead of copying the frame itself, copying the grease pencil object in edit mode. You should be able to paste it on to the frame you want it.
I am not 100% sure why you can't copy and paste frames, but I suspect it has something to do with the way grease pencil objects are handled by blender.
To paste a keyframe, you need to select a channel to paste it into.
If no channel is selected, there is no place to paste the keyframe:
If one channel is selected, paste the keyframe into that channel:
If two or more channels are selected, paste the keyframe into every selected channel:
I may be missing something here, but to Copy/Paste a grease pencil keyframe in Blender, follow these steps:
Needing to select the layer first is what trips people up. When dealing with multiple layers, Blender needs to know which layer you want to work with.
Hope that helps!