More than likely the Custom CSS for the whole site is set to Upper Case and this is why it is showing this way when you copy a style.

To change this navigate to 
  1. onMessage
  2. Styles
  3. Select the Style you want to change it for
  4. Leave the Default box selected (if you want this to change for all of them
  5. Click on the Item you are looking to edit
  6. Click CSS Advanced
  7. Enter text-transform: none;
  8. Save