Text-only clipboard support built into SFML would be extremely useful, right now I have to rely on popen() with xclip on Linux because I can't access X11 events without having to modify SFML's source code, which would force me to readd my changes everytime I update to a newer SFML version (which is currently quite often, due to SFML's frequent feature, bugfix and optimization progression right now, particularly for Linux).
Also, clipboard handling on Linux is generally quite a complicated matter (compared to a trivial single function call on Windows) and appears to require a good understanding of X11.
Regarding usefulness within a multimedia library, I'd say almost every major SFML app uses some kind of widget toolkit, usually written in SFML itself. Most of those involve text input fields, of which Ctrl-V functionality should be expected.
One argument that seems to be brought up often in this context is Qt's clipboard functionality, but there doesn't appear to be a way to use the clipboard functions from the rest of the Qt library without linking the a large part of the library, adding a significant amount of overhead, particularly if you're using a pure SFML GUI system.
"Open with default application"-type functionality support is much easier to implement without having to modify SFML, all it requires is a call to ShellExecute() on Windows and a script such as xdg-open on Linux, and it's not needed quite as often as the clipboard, so it's probably not all that necessary to be added to SFML.