Before everyone dog piles on me. The first sentence in original post says.
How can I copy everything on a single layer over to another drawing?
My first question would be..Are you sure everything you want is in fact on the same layer?
If you want to copy everything on a layer to another dwg, You should be aware that when you copy/paste, other things come along for the ride.
If you don't care if dimstyles, textstyles, unnamed nested blocks and maybe some other trash that I've missed comes over then copy/paste is ideal as long as everything you want is on the same layer.
The following is a list of things that could help when copying or moving large selections to another dwg.
1. Use either qselect and isolateobjects to isolate objects you want and make sure they are in fact on the same layer.
2. wblock objects to another file and if you are using c3d, choose whether to include map data or not. Using the wblock approach provides the option. Also be careful as to what you are copying, labels, Alignments, walls, Mass Elements etc. If your working in a mixed environment it's possible to also copy C3d stuff that you had no idea existed.
3. Open your new file and review blocks, dims, layers, and textstyles. Remove anything that you don't need and merge or delete extra layers.
4. Make sure that any propertyset definitions are assigned that match the proposed dwg. Some people will have multiple propertyset definitions that are similar. (poly,polylines,plines)
5. Make sure all Dynamic block definitions are updated or match the dwg they will be inserted. Design center is good for this kind of check.
6. Maybe check rename for any un-named block definitions. This happens when people use copy/paste as block to a ridiculous level.
7. Check un-purgeable item list.
8. Review style manager and display manager and purge.
9. At this point, you should have a clean dwg that you can then insert using the exploded option.
Seems like a lot of work? Maybe, maybe not.
copy paste something into into a blank empty dwg and see what happens and the more you copy and paste the more bloat occurs.
Everything above is mentioned to some degree by @pendean @gotphish001 . @WarrenGeissler .