To reiterate:

It is undefined behaviour

This means that, just because this particular compiler (or version of the compiler) throws an exception, you can't rely on that. The next upgrade to your compiler may do something different. For example, it may just call exit() immediately. It might reboot your machine or reformat the hard disk: it could do anything: that's what undefined behaviour means.

Fix the problem, don't try to patch it over. Your desire not to provide a copy ctor is unreasonable. Do a deep copy, not a shallow one; implement a reference counted smart pointer if you don't want a deep copy, but do something positive to address the problem, rather than rely on behaviour that is intrinsically unreliable.