A family of Microsoft word processing software products for creating web, email, and print documents.
The easiest method: Select the entire 'line' including the ¶ at the end of it, Cut it, then use Edit> Paste Special - Unformatted Text to paste it back in. IMHO, this is a recommended method when copying from any source with which you're not intimately familiar.
Alternatively, the entire paragraph except for its ending ¶, change the Font Color to Automatic, then go to Format> Borders & Shading - Shading to set the Fill to No Color.
My basic understanding is that web content often is formatted by web design methods not implemented or implemented differently in Word. Being HTML by default the formatting displays but it can be problematic to determine how change or remove it & could provide complications for anyone editing the document later. Using the first method strips [most of] that away so you then can format as required using the tools Word understands :-)