Open Pages. New Document, Blank Document, click on bullet icon on toolbar, select Numbered List,
At that point the number "1." appeared in blank document,
Type "one", return
type "two", return
Type "three", return
at this point I have three items in my list, numbered 1, 2 and 3, plus a number 4 with nothing beside it.
use the mouse to select all the text (The numbers do NOT highlight).
CMD-c to copy
Open Mail, click on new mail icon on toolbar, click in the body of the message, CMD-v to paste.
What pastes is a list of three numbered items, plus the number 4 with nothing beside it, just like on the Pages file.
I also repeated the process with "Select all", Copy, Paste from the menu bar, same result.
Basically, it works as advertised. Something in your setup has changed that operation. Do you remember making any preferences changes to mail or pages?