I prepared a dojo example. https://dojo.telerik.com/oKIkuCaP
As can be seen from example, the MVVM context menu seems to ignore data-copy-anchor-styles option.
Current solution for us is to extend the kendo.ui.ContextMenu and set the copyAnchorStyles option to false.
<script> kendo.ui.ContextMenu.fn.options.copyAnchorStyles = true;</script>