I'm not an expert, so maybe wait for others to jump in, but...
To solve your specific problem, I think you'll need to use Export
rather than copy-paste.
To answer your question about whether this behavior is deliberate, I believe it is deliberate, yes. There may be some legacy stuff being carried over from a time before unicode was ubiquitous. I also think Mathematica is trying to be very careful about maintaining interpretability of its own representations, and so it does some coercions when copying to clipboard.
It's possible that there's an option to change this behavior, but I haven't found it.