The workaround will only let you select horizontally – that is right.
The Windows clipboard has no such 'metadata' information (row order, column order). It is just holding a binary string. It also has no information from where/what program data were copied.
I believe Excel etc. can do it because a spreadsheet will have meta-information in every cell (column, row, formula etc.), but no such information is available for data retrieved from a database. There are only *data themselves*.
You are requesting things that are not compatible with a database client and the Windows clipboard in my opinion. If we should add this meta-information client-side it will first be very complicated (and will only match one specific query), next it will conflict/ spoil interoperability interoperability with other programs (like text editors) that do not know how to handle such meta-information .