Like I said there are tricks to get around it. I was referring to a C-style array. I think it's still accurate to say that immutability does not always mean less copying.
Egregious mischaracterization.
Said "tricks" are an entire branch of research in CS.
Now, I realize that in my original post, I might have given the wrong impression. I thought that by my second post I was being clear enough, but perhaps I wasn't. Let's try take three:
Immutable data structures do not necessarily guarantee less copying, or necessarily imply a performance gain. A data structure which does not lend itself well to immutability, such as a C-style array, can lead to very inefficient code when used in an immutable fashion. The C-style array or a variation thereof is also the default in most current languages, including Java, Python, C++, Ruby, and many others, so this is hardly a thing of the past. It's important to be aware of the performance characteristics of the data structures one is using, respective to the way in which they are used.