It would make sense, and all text in a user interface should be user selectable and offer the same behaviors.
Maybe you need to copy and paste a lengthy error message. Maybe there’s a word you don’t understand you want to look up in a dictionary. Maybe the interface isn’t in your native language and you want to translate it.
The fact that most mainstream computing environments don’t offer this in 2019 doesn’t mean it’s the right thing to do, rather that our systems have regressed in some (many?) areas when it comes to usability.