The cable box cannot tell what sort of device is at the other end from its composite and S-video outputs. I don't know what you could be worrying about. When you have started the "Copy to VCR" operation, regular NTSC video goes on the composite and S-video connectors. (No S-video if your box is in SDTV mode.) In a sense, the "Copy to VCR" function is misnamed. It is really "Copy to composite and S-video outputs". The chosen name corresponds only to the most common expected usage of the feature.
(Interestingly, the box can know something about what sort of device it is connected to via the HDMI connector.)