Not sure this is the technical explanation you are looking for...
Word and FileMaker Pro are two completely different applications with two completely different purposes in life. Since Word is primarily a word processor, it has features and capabilities that are completely foreign to FileMaker Pro (and many other non-word processing applications). Not to mention, word processors typically have formatting or control characters embedded into the "text" which only make sense to that application and when introduced into another application can cause problems. Add all that up and copying and pasting heavily formatted text into FileMaker Pro may be met with mixed results.
Ideally, a copy and paste would work between Word and FileMaker Pro. But since FileMaker Pro isn't a word processor it does its best to interpret what is coming from Word and apply it to something FileMaker Pro understands. Same would be true if you copied something FileMaker Pro specific into Word, or any other application.
You can try playing around with "paste" versus "paste as text" to see if you get different / better results. But I would not expect 100% fidelity between FileMaker Pro and Word when it comes to text that has a lot of formatting.
Thank you for the explanation.