One key point about ths approach is that it's "quick and dirty" - if all you want to do is copy a few records from one database to another, and particularly if you have query windows open to both already, it's considerably quicker, easier, and I would guess in most cases less error prone to do it this way than messing about exporting to CSV, re-importing etc. The cut and paste of the script serves as a sanity check - a preview of what it's going to do before you actually do it, which I think can be a bit more transparent than kicking a SSIS, DTS or BCP job off.