That's true, but you always need a first full backup. There's no trickiness here. If your primary database hasn't had a full backup without copy only, you are asking for data loss in the event of some issue.

Your primary should have a backup chain of full and log backups that are used for DR purposes. You take a copy only backup to avoid disturbing your DR chain. The copy only would be used for dev refresh, testing, etc., and can also use the regular log backups with this full.