Ah, I see. But, copying an entire web page isn't exactly picking stuff up "from point a, paste it to point b and then format it". If you 'copy all' using Control A, then you're copying the content of a whole web page.
Because Word For Windows is an HTML editor, when you paste into Word using Control V it does actually do just what you say you want - assume the formatting of the destination and present it for editing. If you want to save the content of a web page as something else, then it is by definition, a special function. Hence the use of the 'paste special' command.
Which is why you can't use Control V and must set up another macro to perform the 'paste special - unformatted text' function, as Saab Dastard suggested.