Tente usar "Colar especial"
O Notepad ++ tem uma opção, [Editar, Colar Especial, Colar Conteúdo HTML]. Copiar de vários navegadores dá resultados diferentes. Copiei a mesma seção da sua pergunta em cada navegador e a colei no Notepad ++.
Do Firefox:
Version:0.9
StartHTML:00000177
EndHTML:00000550
StartFragment:00000211
EndFragment:00000514
SourceURL:http://superuser.com/questions/570820/paste-rich-text-with-formating
<html><body>
<!--StartFragment-->For example, if I copied text from a webpage that read "Stackexchange" and was a clickable link to "<a href="http://stackexchange.com">http://stackexchange.com</a>",
pasting to wordpad or some office program, will paste as clickable
text. It would be great to be able to paste directly in notepad as<!--EndFragment-->
</body>
</html>
Do Chrome:
Version:0.9
StartHTML:0000000185
EndHTML:0000002191
StartFragment:0000000221
EndFragment:0000002155
SourceURL:http://superuser.com/questions/570820/paste-rich-text-with-formating
<html>
<body>
<!--StartFragment--><span style="color: rgb(0, 0, 0); font-family: Arial, 'Liberation Sans', 'DejaVu Sans', sans-serif; font-size: 14px; font-style: normal; font-variant: normal; font-weight: normal; letter-spacing: normal; line-height: 18px; orphans: auto; text-align: left; text-indent: 0px; text-transform: none; white-space: normal; widows: auto; word-spacing: 0px; -webkit-text-size-adjust: auto; -webkit-text-stroke-width: 0px; background-color: rgb(255, 255, 255); display: inline !important; float: none;">For example, if I copied text from a webpage that read "Stackexchange" and was a clickable link to "</span><a href="http://stackexchange.com/" style="margin: 0px; padding: 0px; border: 0px; font-size: 14px; vertical-align: baseline; background-color: rgb(255, 255, 255); color: rgb(19, 179, 189); text-decoration: none; cursor: pointer; font-family: Arial, 'Liberation Sans', 'DejaVu Sans', sans-serif; font-style: normal; font-variant: normal; font-weight: normal; letter-spacing: normal; line-height: 18px; orphans: auto; text-align: left; text-indent: 0px; text-transform: none; white-space: normal; widows: auto; word-spacing: 0px; -webkit-text-size-adjust: auto; -webkit-text-stroke-width: 0px; background-position: initial initial; background-repeat: initial initial;">http://stackexchange.com</a><span style="color: rgb(0, 0, 0); font-family: Arial, 'Liberation Sans', 'DejaVu Sans', sans-serif; font-size: 14px; font-style: normal; font-variant: normal; font-weight: normal; letter-spacing: normal; line-height: 18px; orphans: auto; text-align: left; text-indent: 0px; text-transform: none; white-space: normal; widows: auto; word-spacing: 0px; -webkit-text-size-adjust: auto; -webkit-text-stroke-width: 0px; background-color: rgb(255, 255, 255); display: inline !important; float: none;">", pasting to wordpad or some office program, will paste as clickable text. It would be great to be able to paste directly in notepad as</span><!--EndFragment-->
</body>
</html>
Do IE:
Version:1.0
StartHTML:000000231
EndHTML:000005122
StartFragment:000004682
EndFragment:000004996
StartSelection:000004682
EndSelection:000004996
SourceURL:http://superuser.com/questions/570820/paste-rich-text-with-formating
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<DIV class=post-text itemprop="description"><!--StartFragment--><P>For example, if I copied text from a webpage that read "Stackexchange" and
was a clickable link to "<A
href="http://stackexchange.com">http://stackexchange.com</A>", pasting to
wordpad or some office program, will paste as clickable text. It would be great
to be able to paste directly in notepad as</P><!--EndFragment--></DIV>
</DIV>
</TD>
</TR>
</TBODY>
</TABLE>
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</HTML>