The title bar and borders are typically considered part of the "chrome" of an object, never part of the object itself. Window frames are only useful in an interactive display environment, never on paper.
In the Report Generator for example, you'll have to re-create all object title texts and any borders you'ld like to keep.
An alternative is to use a screen grabber, like the snipping tool that comes with Windows 7+, and drag a selection around the object. Not as neat as the copy, but it will get the caption and the object...
Logic will get you from a to b. Imagination will take you everywhere. - A Einstein
