Yes, remember that Range("A1").End(xlDown) is really ActiveSheet.Range("A1").End(xlDown) = Worksheets(1).Range("A1").End(xlDown)
= cell on Worksheets(1)

=> Worksheets(2).Range("A1", <cell on Worksheets(1)>) throws an error because you can't use a cell on Worksheets(1) to specify a range on Worksheets(2)