To reproduce:
1. Create new project.
2. Create new "Animator Controller" in Project window, and open it in the Animator window.
3. Create "First" state, which will be the Default state, and create a "Second" state.
4. Select all states and transitions and copy them.
5. Create new Animator Controller, open it in Animator window and paste what's copied.

Actual result: After pasting, the last created State became Default.
Expected result: "Default state" does not change after copy-pasting.

Reproducible: 5.3.8f2, 5.4.5p3, 5.5.4p1, 5.6.2p1, 2017.1.0f2, 2017.2.0b1

After project was closed and reopened it happens inconsistently. (when project was reopened it happened with 5.5 , 5.6, 2017.1, 2017.2 versions, but not all the time)