-
It's partly to do with how energetic the oxidation reaction is, and partly what the work of fracture is. The first drives the temperature rise as the fragments burn up in the atmosphere (assuming they do), the second drives the starting temperature. Copper is soft, so it takes little energy to fragment and it comes off the grinding wheel quite cold. It is also not very reactive, so it oxidises slowly and doesn't heat up much in doing so. In order to make "sparks", material fragments have to get up to a high enough temperature to emit a lot of visible light, and that just doesn't happen with copper.
Why doesnt copper make sparks when you grind it?