Ah, I see. I think our lines are crossed. In the video, once you paste, the damage has been done. Ie the text is already changed to italic, and the underscores are gone.
The trick is to setup the preformatted paragraph before you paste into it. That way the underscores will be ignored.
So you put the cursor where you want to paste, you choose the Preformatted style, and then you paste.
Let me know if it still has issues, but it should not.