No, there is no such a feature request in the tracker as far as I recall. But there are 290 open issues, so feel free to search for it.
I understand the request, especially because the GUI allows to read by "Copy selected rows", without the ability to write the same thing back by some "Paste copied rows" action. Problem is that this "Copy selected rows" is highly customizable, in the "Export grid rows" dialog. The button "Save clipboard settings" stores the settings for clicks on "Copy selected rows". But this was never meant to get imported by one click again. It's more for external programs, or probably Heidi's query editor, if you export SQL INSERTs or so. I don't think it's worth writing a parser for all that stuff you can export. For pasting rows, there must be one specific format defined for the clipboard, which we don't have currently.