I am having a very frustrating problem in ArcMap.

I am trying to copy and paste a feature from one layer to another (similar layers).
I have been following the ESRI guide on how to and found the same answer on here.
(I would have commented on the answer, but I do not have enough reputation, so I need to ask a new question)

The issue is that it says it will past into the new layer, after pasting it is in the new layer while selected. 
BUT when I clear selection the copied feature returns to the layer of the original feature.

I do not know what I am doing wrong. It is probably something simple. I have restarted my computer 3x so far.