You are confusing copyright with license. The two have nothing to do with eachother, although the copyright holder may be mentioned in the license as the license grantee, but that is about it:
You can not license without holding the copyright, but which license, if any, does not matter for the copyright.
If you write original code for your self (not for your boss), you initially always hold the copyright, unless you waver the copyright. As copyright holder you may decide on a license or refrain from licensing.
When you use third-party licensed code you must adhere to what those licenses tell you, which may imply that your derived work carries one or more licenses.
Copyright sec comes only into play if somebody deletes it and claims a work as his/her own.
You can then use the original copyright to legally challenge the offender. This happens often in US patent cases, where patents are granted based on false information/prior knowledge. Usually the patents are then withdrawn, but at considerable legal costs. I was once involved in such a case and my employer had to pay a six figure sum in legal fees which took ages to recoup after we won.
Note that wavering copyright does not mean somebody else can re-copyright it. It only means you do not have to mention original source.