The cause of this behavior is that the paragraph properties for the list styles are kept in the paragraph-end symbol. Unfortunately, in the current implementation no font settings other than the default ones for the document can be set on the last paragraph in the document of RadRichTextBox, and the last paragraph end cannot be selected.
To achieve your goal, you could just add one more paragraph at the document end and then copy the list as the attached image shows.
I hope this information helps.
the Telerik team