Copy only backup feature was introduced in SQL Server 2005 to support ad-hoc backups. However, this feature is valid for Full backups and Log backups to not to disturb backup chains. Since ad-hoc Differential Backups do not disturb the backup chains, you don’t need Copy only backups for Differential Backups.
However, in SQL Server 2008, still you have the option of taking a Copy only differential backups as shown in below image.
In SQL Server 2012, this is changed as you are not allows to take ad-hoc differential backups as that option is grayed out.