What do you want to happen? If you want to format all the text in the styles
of the source document, you can reverse the procedure: instead of
inserting document A into document B, insert B into A.

On the other hand, if you want to preserve the formatting of all the text,
you could format the source document using styles that do not exist in the
target, before inserting it. Alternatively, just paste and when you see the
Paste Option button, click it and choose the "Keep Source Formatting"
option.