This is controlled by an environment variable, HISTCONTROL:

              A colon-separated list of values controlling how commands are saved on the history list.  If the list of values includes ignorespace, lines which begin with a space character are not
              saved  in  the  history  list.   A  value  of  ignoredups  causes  lines  matching the previous history entry to not be saved.  A value of ignoreboth is shorthand for ignorespace and
              ignoredups.  A value of erasedups causes all previous lines matching the current line to be removed from the history list before that line is saved.  Any value not in the above  list
              is  ignored.   If  HISTCONTROL is unset, or does not include a valid value, all lines read by the shell parser are saved on the history list, subject to the value of HISTIGNORE.  The
              second and subsequent lines of a multi-line compound command are not tested, and are added to the history regardless of the value of HISTCONTROL.

This is probably it, thanks, I didn't know this could occur. It only happens when I copy the output of a particular command, not always, so I'm guessing it has a space.