Following your description I get the same result. Looks like a bug.
Could be issue Paste Special/Keep Existing References doesn't handle multiple sheet instances (#14825) · Issues · KiCad / KiCad Source Code / kicad · GitLab
standard advice for new forum users: read New Member Information
If you follow the instructions you could promote yourself to the next user level (basic user) and are then allowed to attach multiple pictures + example projects in your threads.