It's not a bug, it's doing what it should and trying to paste a version of the data on the clipboard into the Rich Text Format document, which is what you told it to do when you accidentally pasted the file. :)
Microsoft invented RTF, so they tend to support it fully. The RTF specification allows you to link and embed objects (text, pictures, charts, files, data blobs, etc.) into the document.
From Wikipedia - RE: RTF:
Objects
Use of Microsoft Object Linking and Embedding (OLE) objects or Macintosh Edition Manager subscriber objects limits the interoperability, because these objects are not widely supported in programs for viewing or editing RTF files (e.g. embedding of other files inside the RTF, such as tables or charts from spreadsheet application). If a software that understands an OLE object is not available, the object is usually replaced by a picture (bitmap representation of the object) or not displayed at all.
Object Linking and Embedding (OLE) is another Microsoft technology.
From Wikipedia - RE: OLE:
OLE allows an editing application to export part of a document to another editing application and then import it with additional content. For example, a desktop publishing system might send some text to a word processor or a picture to a bitmap editor using OLE. The main benefit of OLE is to add different kinds of data to a document from different applications, like a text editor and an image editor.
Your best bet may be to use an RTF editor that doesn't fully support the entire RTF specification; specifically one that doesn't implement OLE.
Or perhaps use Notepad, and stick to plain-text documents instead?