Most boards used to have an option in the BIOS to configure this behavior. It was typically called shadowing, and it was usually enabled by default. I don't think many boards bother giving you the option these days and just always shadow. The reason is because RAM is faster than ROM, so it speeds things up to copy it to RAM and run it from there.
Note that the copy isn't done by some magic circuitry, it is just done by the bios itself when it starts executing out of ROM initially, it just copies itself to RAM and then continues executing from there.
