Couple reasons for this, hen.
1. You have a style, for instance, MyStyle, in your document and you copy and paste it into a new document and all is fine. This occurs because the style, MyStyle, is copied to the new document along with the text. Ok.
2. You have some text that has the Normal style on it, but it's been bolded, italicized, etc. You copy to a new document and it takes on the Normal style formatting in the NEW document. Ok.
Tip: Turn your show/hide button on. When you select text to be copied, copy the following paragraph return with it. Formatting is stored in the paragraph return. That's why you sometimes lose formatting: as you delete text, suddenly the whole paragraph loses its bold formatting or indent, etc.
Font/paragraph formatting is stored in the paragraph return.
Likewise, headers and footers, margins, etc., are stored in section breaks (if there are any), and this is why people lose their headers and footers sometimes.
Hope this helps.