Copying citation to Word using Copy Formatted strips italics

My expectation is that, if I use Ctrl+K (Copy Formatted) to copy a citation or a group of citations into Word, what is in italics in EndNote should remain intact once in Word. Curiously, such attributes are stripped, which means that I have to reinsert them manually. Is this a bug or by design?

There are options available in MS Word which oversee formatting of documents when cutting, copying, and pasting either within or between documents or programs.  If you’re using MS Word 2007 or 2010, click the File tab, click “Options”, then click “Advanced”. Locate the “cut, copy, and paste” section then check that when pasting from other source programs the setting is set to: Keep source formatting.

I note under Options | Advanced that my copy of Word is set to paste text from other applications as plain text, which is usually what I need when copying from Web sites. However, I now see that if I click on the Paste button in the ribbon’s Home tab and choose “Paste Special” (or whatever it is called in English since I am working with a French copy), I simply need to click on the first option (already selected), which is “Paste with attributes (RTF)”, and the italics are carried into Word. This makes it possible to keep my usual setting for Paste and still paste with formatting.