I couldn't find such feature in VS's shortcut list. Is there anyway?
If you want to copy a line, simply place cursor somewhere in that line and hit CTRL+C
To cut an entire line CTRL+X
@Sean found what I was looking for:
To disable this default behavior remove the checkmark (or check to re-enable)
Apply cut or copy commands to blank lines when there is no selection
Accessed from the menu bar: Tools | Options | Text Editor | All languages
You can also enter copy into the options search box for quicker access
[Tested in VS2008, 2010, 2017]