Looks like this behaviour might be a WebKit/Gecko/etc design thing. Trident (IEx) and Presto don't do it.
I know lots of people on the Opera forums want "copy with HTML formatting", but this behaviour isn't that, since no visible formatting appears in the clipboard -- I just tried in WordPro, jEdit and Archnophilia.
I suppose we just gotta live with it.
Gigabyte H61M-USB3-B3 r2.0, I5-2400 3.10GHz, 4GB RAM; W7HPx64 SP1, Lotus SmartSuite 9.8, K-Meleon 76RC, IE11, Clyton email 15.0, Foxit Reader 184.108.40.2066, PaintShop Pro 6.02, Avast! 12.3.2280, SuRun 220.127.116.11, VoodooShield 3.57
Television is the first truly democratic culture -- the first culture available to everyone and entirely governed by what the people want. The most terrifying thing is what people do want. [Clive Barnes, 1969]