That’s because it depends on the type of text if, for example, the bullet is part of the list “style” or just a simple character.
For example if you have a list in a RTF document, and you copy a list item to the clipboard, then the bullet is represented as
{\*\levelmarker \{disc\}}
in the RTF flavor of the clipboard.
However in the Plain-Text flavor of the clipboard the bullet is represented just as a plain bullet character, i.e. it is not a style or formatting thing any longer.
So, if you copy a list item from one RTF document to another, it will adapt to the list style of the target list: if the target list has dashes as list item markers, then your pasted item will get a dash.
If you paste into a document that does not understand RTF, then most likely the Plain-Text flavor of the clipboard will get pasted, that is, the bullet will simply be pasted as a bullet character, even if the surrounding list items all have dashes.
If you apply a “Remove Styles” KM action to the clipboard, the action is just deleting all clipboard flavors except the Plain-Text one, that’s all.
That depends on the format of the text and the editor. As shown above, if you copy from one RTF list into another, the list item marker should automatically get the style of the destination list. (At least in TextEdit; it may be handled differently by different RTF editors.) If you paste an entire list, then it will paste along the bullets from the source.
But what you are trying to do is essentially removing certain characters (bullet and indenting tab) from the clipboard. I fear, the only way to do this, is manually with a search/replace action.