Technically, it may be a bug but I can certainly understand why it happens.
In Windows, when an application puts data in the clipboard, it can put it in
several alternate formats as well. In the case of Internet Explorer (and
most web browsers) the data is stored on the clipboard as HTML or Plain
Text. Basically, OneNote isn't doing the conversion to plain text, IE is.
But the thing is, the SourceUrl attribute is only present in the HTML
version. So while they could technically pull it off the clipboard in two
formats, then just discard the HTML content, this probably is the reason why
it doesn't do it.
