Actually this is browser dependent, some some browsers copy their out put as plain text some dont.
A SIMPLER SOLUTION: COPY to a file that RTF format, then convert that to plain text if needed
As Ralph pointed out the #s ( or bullets in OLs) aren't really part of the content TEXT, and the context of UL/OL doesnt get copied into plaint text, but it does into Rich Text.
If you are coding and worried about it not retaining the #s you could do something like this:
Code:
ol{list-style: none; counter-reset:items;}
li {counter-increment: items}
li:before {content: counter(items) ". ";}
<ol>
<li>item</li>
<li>item</li>
<li>longer sample item</li>
<li>item</li>
<li>item</li>
</ol>
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