MMF effectively uses a huge texture the size of the frame for the background, and when you paste something it modifies this texture. Construct does not have any texture for the back of the layout, because it limits the size of the layout to the amount of memory you have: a relatively modest 5000x5000 area would take up at least 75mb of memory in MMF, but in Construct, it doesn't take up any at all. I think they have a virtual size feature which works around this, but I guess you can't paste anything past the actual size. A large 50,000 x 50,000 area would use a rather prohibitive 7.5 gigabytes of memory for the background, whereas Construct would still use no memory.
So this is why you must create objects instead of pasting in Construct. But there's no object limit in Construct and sprites with a single animation with a single frame to display, which are not moving (aka a static, unchanging sprite) are highly optimised and you should be able to create them in the high tens of thousands before the object count starts impacting performance.