It happens because text color and font are just like any other text property. And properties are copied along with their text by default (simply because they could contain information you DO want to copy).
Don't worry too much about it, this information doesn't get saved into the file, and, in the case of font locking, it's usually overridden quite quickly.
For your last question, you can check the detailed contents of any killed string by looking at the kill ring M-x describe-variable RET kill-ring RET
.