I just copied and pasted the list items from your comment and pasted into a page both in my vault (uses the legacy editor) with various plug ins enabled and the help vault (uses live preview) and both of them pasted in the rich formatting as I would expect.
I was able to get the non-marked up version pasted if I disabled the Auto convert HTML flag in the options under Editor > Advanced section of the settings. Check to make sure you have that enabled (slider to the right).