Copy Paste feature is still unmerging the cells even if i lock the sheet

Good afternoon all, no matter what i tried to do i cannot prevent cells to unmerge.

Situation is;

i copy stuff from a excel sheet that we can view without download at my mails. once i paste these stuff to my sheet in my computer its unmerge the cells, even if the sheet is protected with a password. how to solve it? those stuff have individual conditional formats, so i cant fix it with format painter every time because it messes up the conditional formats + changes colors of the cells.

please tell me how to prevent cells to unmerge in that case. merged cells are by rows. not column.