Hi Noam,
This is an excellent suggestion, currently it is not possible to do it inside the linear analysis tool. But as a workaround, you can move the linearization result(s) to MATLAB workspace using the data browser on the left of linear analysis tool (by dragging the variables from Linear Analysis Workspace to MATLAB workspace), then plot them using bode command in MATLAB command window. This will create the same plot in a regular MATLAB figure, where you can copy to clipboard using the Edit->Copy Figure menu.
Hope this helps, Erman