I'll confirm that a paste operation does preserve the old font instead of using the page font. For me this has been a pain with other windows programs as well. Wish SW would not persist in this practice, but there it is.
If this problem doesn't come up often for you, then just first paste the text into Notepad, then cut and paste from there. If it comes up a lot, then you might want to use a program like http://clipboard-text-scrubber.en.softonic.com/ to remove text formating. You can run it when you need it or have it work full time.