Copper is not a perfect conductor. On the contrary, wires have a certain amount of resistance that increases with length and decreases with diameter. If we wind a wire into a coil it obviously creates inductance, but even a straight piece of wire or a component lead has some parasitic inductance caused by the magnetic field that it creates.
The amount of reactance the inductance creates is directly proportional to frequency. It assumes that the wire is perfectly straight and that current is evenly distributed throughout the copper metal, which is approximately true for audio frequencies. At higher frequencies there is appreciable skin effect, where most of the current travels on the wire surface, and under these conditions the inductance and the reactance are less.