PDF, DWG, or DXF files that are converted from SOLIDWORKS files using a convert task will not be referenced from the source files from which they are created. When you run a copy tree on an assembly or drawing, the reference tree that is displayed in the dialog will include all files that are child references to the selected file. The converted files are not considered child references and will therefore not be included.
One workaround could be you can create a reference from the destination file to the source file in the convert task by using the ‘Create a reference from the destination file to the source file’ option in the ‘Output File Details’ page. This will create a reference from the PDF, DWG, or DXF to the SOLIDWORKS drawing, assembly, or part that the file is created from. The ‘Contains’ and ‘BOM’ preview tab for the converted file will then show the SOLIDWORKS source file. To view these references from the SOLIDWORKS source file, you have to use the ‘Where Used’ preview tab instead.