You should not be confused by (1) and (2). In general, Python tries to include sensible fall-backs for missing methods. (For instance, it is enough to define __getitem__ in order to have an iterable class, but it may be more efficient to also implement __iter__. Similar for operations like __add__, with optional __iadd__ etc.)
__deepcopy__ is the most specialized method that deepcopy() will look for, but if it does not exists, falling back to the pickle protocol is a sensible thing to do. It does not really call dumps()/loads(), because it does not rely on the intermediate representation to be a string, but it will indirectly make use of __getstate__ and __setstate__ (via __reduce__), as you observed.
Currently, the documentation still states
… The copy module does not use the copy_reg registration module.
but that seems to be a bug that has been fixed in the meantime (possibly, the 2.7 branch has not gotten enough attention here).
Also note that this is pretty deeply integrated into Python (at least nowadays); the object class itself implements __reduce__ (and its versioned _ex variant), which refers to copy_reg.__newobj__ for creating fresh instances of the given object-derived class.