Try the following scenario:
The default styles are not copied when using the CreateDocumentFromSelection method.
Workaround: Manually copy the styles:
var document = radRichTextBox.Document.Selection.CreateDocumentFromSelection();
document.StyleRepository.Clear();
foreach (var item in radRichTextBox.Document.StyleRepository)
{
var style = new StyleDefinition(item);
document.StyleRepository.Add(style);
}