I also note a number of differences. The formatting may look the same in the two documents but is not.

Copy and paste in original document: pasted text is same.
Same thing happens with new document; pasted text is the same.


In neither case is there blue or a change in the font.


Any chance you've different paste behavior options in operation?
This is a Word setting rather than a document setting.

No one is accusing you of anything. We are telling you what we see.