Because Agenda is not a rich text editor, we just copy the text, not the rich text formatting (eg bold). Perhaps we can add some “smarts” in future to guess what is intended, but for now it is just text.
One way you could get formatting to come across is to use markdown in your text. Agenda will convert that. For example, use **this is bold** if you want bold text.
There is a full list of our markdown at Taking Notes