Gold is not strictly better 1) with Possession; 2) with Fairgrounds, Menagerie, Harvest, Horn of Plenty, and such; 3) sometimes, with Coppersmith, Counting House, or Apothecary; 4) It can be trashed by Knights and Saboteur, while Copper can't; 5) with Taxman (you might prefer to keep your Copper than discard your Gold to an opponent's Taxman); 6) with Farmland (sometimes you'd rather have that Estate than get the penultimate Province; 7)When the Golds are gone; 8 ) with Forager in hand; 9) with a draw-to-X in hand, you might prefer to discard a Copper to Cutpurse and draw another card than have the Gold.
Probably the forum can come up with dozens of other examples, but this is not the thread for that, and in any case I hope I've proved my point.