Forget trying to copy/paste data from a table on a website into a spreadsheet. There's a way where you can bring that data from a table on a website into your Excel spreadsheet with all the formatting and filters in tact.
Follow this step-by-step video and try it yourself.
If you don't have a table on a website to try, go to Rj's website and follow along. You have permission to use the dara in the table.
Website address: https://66c92563e5ec3.site123.me/
Important note: Always check websites' Terms and Conditions and seek permission before you use their data.