Following your instructions in the sample document does not show the issue on my Word 2013 machine.
However, if I include the paragraph mark in the copied selection then I do see the issue. This is not expected behaviour but it is easy to resolve if you simply don't include the paragraph mark in what you are copying. Another simple workaround if you want to move the entire paragraph including the paragraph mark is to use the Shift-Alt-UpArrow method of moving the current paragraph.

Now to resolve the actual change of style when you paste (or drag and drop) a whole paragraph immediately after those headings. We may need to experiment with this document for a while. I can't see anything in particular that might be causing the issue so perhaps someone else will jump in before I can work it out. I note that it appears to be related to the preceding style since pasting into a paragraph not preceded by those headings doesn't cause the issue.

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Andrew Lockton
Chrysalis Design, Melbourne Australia