When using the selection pane to copy / paste objects, for instance from one page to another, Power BI assumes the layer heirarchy as the order in which the objects are selected. For instance, if you select a lower order object first, then a higher order object, Power BI will paste those objects where the lower level object is below the higher level object. However, if you select the higher level object first, and then the lower level object, Power BI inverts the order when pasting such that the lower order object is now on top of the higher order object. Independent of when items are selected, it would make sense that as they are pasted they retain the same layer order.
If anything else, this is counter intuitive and took me quite a while to figure out what was actually happening.