Check the user settings. The options for the output window allow for disabling certain parts of the text. Enable the Errors , the Warnings and/or the information option if these messages are to be copied and pasted into other programs. Enable the Text Only option if the other program cannot handle the PowerFactory codes for colouring, bold typeface, etc.

This answer is valid for version 15.2 and 2016. Since version 2017, everything is copied as shown in the output window.