Confirmed, I get the same in InfoPath 2003.
It looks like if you place the cursor at the 'end' of a tag (not that you can see them - ie at the end of a para) in a rich text box, you can't right click paste as its grayed out.
Further, if you follow the step by clicking at the end of a section, then right clicking to see the paste grayed out, you can then not use the Edit menu paste either until you click elsewhere first.
Ctrl-v always works.
Odd indeed.