I guess it would be a tough problem to solve--EverNote and OneNote2007 have the same problem, so it's not unique to UR.
For me, it spoils the copy to UR (also send to EN, send to ON, whatever) because I'm not smart enough to look at a web page and tell if it will be copied properly. What I'd like to do is create a folder type data item in UR, then go to the browser and hit copy to UR button whenever I see anything interesting, confident that it will show up as an item in the folder.
But I can't be sure it copied right, so every time I hit the copy to UR button I have to go to UR and see if it copied properly. I have to expand the folder contents in DE, click on the newly added web page, and check if it got copied OK. If not, I have to delete the contents of the data item, go back to IE and try select all, copy to clipboard, change to UR, paste (or drag and drop.)
Often, that doesn't work either, so I have to delete again. Then what I do is go back to IE and use SnagIt (
www.techsmith.com) to capture an image of the web page to the clipboard, then switch to UR and paste it. Since it's an image, the links are dead, but at least I can read it. Then I have to remember to highlight the folder in DE so the next copy to UR will go in the right place.
I find this so tedious that I just use SnagIt to begin with. I snag the web page image, switch to UR, insert a child in the folder, type a name for the child, click in the data item, and paste. But this is not nearly as productive as it would be if it worked the way I'd like.
BTW, I have the same problem with copy to UR from Outlook. Somtimes I get the HTML source rather than what I see when I'm using Outlook.