You didn't previously mention that you had that option set. You're right -- pasting text containing a URL in the UR tree does not honor that option (and apparently never has) and will always link instead of storing.
A couple alternatives for now:
1) Use the Edit | Paste Special | Copy shortcut (default is Ctrl+Shift+V) instead of Ctrl+V
2) Use the global import shortcut (default is Win+V) instead of Ctrl+V
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