Hi @AMR B,
Did you select "Keep Source formatting" when pasting? If you have selected, please share here a sample screenshot of tables from web versus pasted in OneNote.
As to the second question, the answer is yes. It is not supported by Microsoft OneNote to merge cells for tables. I have heard from many users about this feature and I believe MS will roll it out in the future. You can upvote for this requirement in our user feedback community Ability to merge cells for tables.
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