Random thought - how about at least making the following work:
For the following pretend that "STRING" has the same behavior as the "format(...)" function.
EXECUTE STRING('COPY %I TO %L', 'testtable', 'testfile.txt');
<(conceptually similar to: EXECUTE format('COPY %I TO %L', 'testtable', 'testfile.txt')>
This doesn't solve the knowledge problem but at least provides an idiomatic way to execute dynamic SQL without pl/pgsql and without forcing the client library to take responsibility for proper data massaging in order to eliminate sql injection.
As an extension making:
PREPARE name STRING('COPY %I TO %L', ?, ?);
EXECUTE name STRING USING ('testtable', 'testfile.txt');
