Nonetheless, it is instructive (imho) to consider how (assigned) probability is a property of the observer, and not an inherent property of the system. If a qubit is (|0> + |1>)/sqrt(2), and I measure it and observe 0, then I'm entangled with it so relative to me it's now |0>. But what's really happened is that I became (|observed 0> + |observed 1>)/sqrt(2), or rather, that the whole system became (|0,observed 0> + |1,observed 1>)/sqrt(2). This is closely analogous to the Law of Conservation of Probability; if you take Expectations conditional on the observation, then take Expectation of the whole thing, you get the original expectation back. This is because observing the system doesn't change the system, it just changes you. This is obvious in Bayesian probability in the classical-mechanics world; the only reason it doesn't seem obvious in the quantum realm is that we've been told over and over that "observing a quantum system changes it".

Quite honestly, I don't see how a Bayesian can possibly be a Copenhagenist. Quantum probability is Bayesian probability, because quantum entanglement is just the territory updating itself on an observation, in the same way that Bayesian 'evidence entanglement' is updating one's map on an observation.