Your tone suggests that you think I don't understand what you're saying (which perhaps I wouldn't, since you succeeded only in telling me I was wrong and failed to actually explain "how modern persistent data structures are implemented" -- as if they were all implemented the same way). Your last sentence suggests that you don't think I know that efficient immutable data structures are an active area of computer science research. Both assumptions are incorrect.

Now, I realize that in my original post, I might have given the wrong impression. I thought that by my second post I was being clear enough, but perhaps I wasn't. Let's try take three:

Immutable data structures do not necessarily guarantee less copying, or necessarily imply a performance gain. A data structure which does not lend itself well to immutability, such as a C-style array, can lead to very inefficient code when used in an immutable fashion. The C-style array or a variation thereof is also the default in most current languages, including Java, Python, C++, Ruby, and many others, so this is hardly a thing of the past. It's important to be aware of the performance characteristics of the data structures one is using, respective to the way in which they are used.