Dominic,
I don't know for sure why Photoshop and Bridge give different results, but it may be because Bridge is always reading XMP, whereas Photoshop will sometimes prefer to read the older IPTC and "image resources" from its own JPEG block and "ignore" the XMP. If this is the case it means that the copyright status resource stored in the image resources isn't properly set. Or the opposite may be true (XMP is being read but doesn't have this flag). Unfortunately it is a bit difficult to tell without examining an actual file etc.
When PM ingests, it should add the actual copyright text to the IPTC and/or XMP of the RAW file (e.g. "(c) 2008 My Name"). But how are you doing your JPEG creation from the RAW files? If it is in PM then the JPEGs should have the copyright flag set. But if the JPEGs were created by some other piece of software then I can't tell you what is in the files. For example, if you caption your RAW files with an XMP sidecar only, then process your photos through a RAW converter that doesn't understand XMP, then the resulting JPEG won't have any copyright info at all.
--dennis
