Most probably, the cause is that both are styled "Normal", but the second doc has a different template attached. The first doc's template defines Tohoma as the font for Normal, while the second defines TNR for Normal. Since teh style name is the same, the template in use overrides the incoming formatting with its own. It would do the same if both were styled "Body text" or some other identical name.

If you'd like to keep the Tahoma, open the Styles pane in your paste-into doc (Alt+O,S), look for the style name that has a border around it when your cursor is in one of the pasted paragraphs in TNR, right-click the style and choose Modify. In the ensuing dialogue, change the font for that style to Tahoma.

There are further levels and complications to Styles, but this may get you started. Hope it helps.