Most programs under the GNU licenses are not GNU programs. And their
copyrights are not assigned to the FSF. Even GNU programs do not necessarily
have their copyright assigned to the FSF:
https://www.gnu.org/licenses/why-assign.html
The copyright assignment is entirely independent from the license. It is
stating that the author of the work is not who wrote it but the third entity
that it was assigned to. One can understand why some programmers are
reluctant to sign such assignments!
Anyway, they are particularly useful when the work is written by tens (or
more) of people, some potentially dead, and the license needs to be enforced
or a decision (e.g., switch to a newer version of the license) needs to be
taken. If the copyright holder is the FSF, one can be sure the decision will
never be to make proprietary derivatives. It is hard to say so of any other
entity.
As for GNOME, here is its policy on copyright assignment:
https://wiki.gnome.org/action/show/FoundationBoard/Resources/CopyrightAssignment
