Word puts content into containers including paragraphs and sections.

A section break defines a new section container. That container includes text but also information about headers, footers, margins and page orientation.

Inserting a continuous section break at the end of each included document (in the original document) helps retain that section information when the document is inserted into another document. I do not know that this will be perfect but it can help isolate the included documents from one another.

For more about sections and what they control, see Sections / Headers and Footers in Microsoft Word 2007-2013.