Copying from Word works nearly perfectly. The only thing I lose is fonts, justification and table formatting. The only trick is that you need to save once, then preview, then add a space anywhere and save again (either with a draft or you can publish and immediately edit and save). If you don't, the paragraph spacing doesn't appear.
It's probably an artifact from the fact that the text and the HTML rendering can be edited separately, so it doesn't always translate directly your edited text into what will appear on the page.