When you copy bars, if you have a part marker (normally a blue or green square around the bar number) or other settings to the bars, that gets copied as well. Turning off the new line for every section, as MartinB said, will stop that from happening. However, if you like to have a new part on a new line later, that might not work for you. When you copy a section with a part marker and paste it, you can simply click on the bar number that moved to the new line (the blue or green square) and it will toggle through the part markers (if it is blue, it will turn green, if it is green it will turn off the part marker [if using a style that only has A and B parts]) and when it turns it off it will put the pasted section back at the end of the previous bar. That way you can leave the automatic new line option on for when you want it to do that.
It isn't the setting for a new line for every section that is causing the problem you described but the part marker that gets copied.
Hope you can make sense of this because I just reread it and confused myself.
Good luck.