Light gray highlight background in pages on text copied in from online journals

I have had this issue in Pages for years on my 2015 MacBook Pro. I'm copying key paragraphs from research studies I am referencing, and need to preserve the text notes and links, so pasting as plain text is not a good solution. Pasting the same text into Word for Mac does not produce the same background, but sometimes I find that pasting from web sites into Word for Mac will yield odd little characters--and by now Pages should work.

After selecting a section of the document with these paragraphs, the format tab shows, "Multiple fill types". Changing that to "No Fill" really screws things up, leaves the light gray background, changes the font to a barely visible slightly darker gray in a different font and removes the color from the links.

Using "Paste and Match Style" removes the source formatting for links and notes.

You can get rid of it by following these steps in Pages help:

"

1. Select the text you want to highlight.
2. If the text is in a text box or shape, clicking the text box or shape affects all the text it contains.
3. In the Format  sidebar, click the Style button near the top.
4. If the text is in a text box, table, or shape, first click the Text tab at the top of the sidebar, then click the Style button.
5. In the Font section, click ."

Then select the no fill box from the drop down.

However, these steps shouldn't be necessary if there is no highlight on the source, no highlight pasting the same text into Word. Any ideas on how to be able to paste the text in without creating this gray highlight while preserving the source format?

Thanks.