Hi Alex,
The content type support in Eclipse that we use for identifying files is dependent on file extensions. As you will have seen when trying to add a new extension to the content type list for COBOL copybooks, trying to enter a type without an extension is not permitted. This is an Eclipse restriction.
Without knowing your code, I can't say whether it would be desirable to suggest looking into renaming your copyfiles with a .cpy extension or not. A lot would depend on if you are migrating or offloading the code from the mainframe.
Regards,