When pasting a copied gameObject or collection of gameObjects or a gameObject parent and children, into the heirarchy, it always inserts it at the wrong level if an existing gameObject is currently selected.

For example if you create a scene with 3 cubes and 1 sphere. Now copy the sphere. Now click on a cube and paste. The sphere will be added not as a child of the cube gameObject, but at the same level of the cube.

This is counter-intuitive, most other software I can think of would paste it as a child of the currently selected gameObject.