C-a ESC is copy mode, as far as I am aware. At least that's what it says down the bottom of the screen when I do it.

To be clear, C-a ESC puts me in a mode where I can then freely page through the scrollback buffer with PgUp and PgDn, but the problem is that's 4 key presses required for something that only needs 2 in a normal terminal, and Ctrl (with A), Esc, and PgUp are about as far apart as you can get on a keyboard, which doesn't make for efficiency.

Well, I always just used C-a [ to get into copy mode. Another thing to consider is that once you are in copy mode you don't have to hit or continue to hold down the shift key along with PgUp/PgDn.

I personally don't find that to be an annoyance, though. Especially not when stacked up against all of the other benefits you get from using screen.

I understand. The primary benefits of screen to me is disconnect / reconnect, and as such it's useful for servers, but local terminals, not so much.

The other advantage of "rich" support is mousewheel combined with selection: with Cygwin rxvt, I can scroll up, begin a selection with the mouse, and scroll down with the mouse wheel and thereby copy multiple pages of scrollback buffer into the Windows clipboard, ready for e.g. paste in to blog article.

The advantage of keyboard-free casual scrollback when I'm writing such articles, checking what I did earlier, is something you learn to take for granted, and is quite obviously missing with screen.