The question itself puzzles me, since Moneylender has no 'may'.
Just like TR has no "may play an action twice", Moneyleder doesn't because it was in the first set. KC does, only because card wording was more refined in the expansions. So when I play, I consider it to be "may trash a copper".
Well, the "may" isn't there on KC for design reasons, iirc, it's there to provide a cheatcheck. It's not like the card is more interesting with a may. If you're playing among honest folks you might as well play it as written.
Obviously you're free to do whatever the heck you want, you can have your Thieves stealing treasures to hand if you want. But there is no "errata" on Throne Room, it is what it is.
I think it's less interesting if you add in a "may", you don't have to fit in another +buy to your HoP engine to get a Copper every turn or what have you.