Masked values are copied as missing values, I tried with code
void wm()
{
Worksheet wks = Project.ActiveLayer();
MatrixPage MatPg1;
MatPg1.Create("Origin");
MatrixLayer MatLy1 = MatPg1.Layers(0);
Matrix Mat1(MatLy1);
Mat1.CopyFromWks(wks);
}
And here is what I saw
Can you check that you did not disable masking? try @MM= in script window.
CP