You might be able to change it by using menu_def.pro. Menu_def.pro is a way of configuring your menu structure. Sorry I can't give a detailed explanation here, but look at the Pro/E help files for a detailed explanation about menu_def.pro.
When you menu select Feature; Copy - the default is independent; just select dependent. It would be unwise to have it default to dependent all the time because if you wanted to modify the size/location and not the other feature, it would present a bigger problem. Independent is the way to stay. Less problems in the future.