What you need to do is to transfer the paragraph format attached to the end-of-cell marker, along with the rest of the cell contents. For example:
Code:
Sub Demo()
Dim Tbl1 As Table, Tbl2 As Table
Dim Rng1 As Range, Rng2 As Range
Dim i As Long
With ActiveDocument
Set Tbl1 = .Tables(1)
Set Tbl2 = .Tables(2)
For i = 1 To Tbl1.Range.Cells.Count
Tbl2.Range.Cells(i).Range.Paragraphs.Last.Range.ParagraphFormat = _
Tbl1.Range.Cells(i).Range.Paragraphs.Last.Range.ParagraphFormat
Set Rng1 = Tbl1.Range.Cells(i).Range
With Rng1
.End = .End - 1
End With
Set Rng2 = Tbl2.Range.Cells(i).Range
With Rng2
.End = .End - 1
.FormattedText = Rng1.FormattedText
End With
Next
End With
End Sub