The way it works on gwern.net is that the LaTeX is processed into CSS/HTML by Mathjax but a copy of the original LaTeX is preserved; this would copy-paste as gibberish, but some Javascript will detect any copy-paste and swap out the gibberish for the original LaTeX without the user having to do anything. (This 'copy-paste listener' also does some other things like remove invisible Unicode characters which are there for typesetting but would be a nuisance in anything copy-pasted.)

Looking at the LW2 HTML source, it seems to preserve the original LaTeX in much the same way, so it should be quite easy for LW2 to copy our copy-paste listener approach. (I'm a little surprised that GW doesn't seem to do that already, actually; Obormot just forgot to port it over.)

Here you go, add a bookmark with the URL field set to the full line at the top starting with "javascript:" (including the word "javascript:" to get the same feature on lesswrong. Or paste the code below that line in the browser console.

https://jsbin.com/finamofohi/edit?html,js