I'm afraid it's simply because you don't understand some basics in PS. Copy&paste works with selections/ pixels, not on a per-file basis. So in order to paste your image, you would have to select its entire content first using Select --> Select All. And of course if that wasn't enough, things like which layer is active, color management, paths, layer styles, blending modes etc. all figure in somehow plus the receiving program may not correctly interpret the pasted data or not be able to use it at all. Either way, it's most definitely not the ideal workflow so rather than trying to hack around, save the images to suitable files and import them properly in whatever other program you want to, be that another Adobe tool or Office.
Mylenium