When you copy and paste formatted (large, bold, etc.) text from a website onto a conversation in Messages.app, it retains the formatting of the source text--but only on the sender's screen (see my screenshot below). However, text-containing iMessages are sent to the recipient unformatted—as straight text. The fact that formatted text is displayed on the sender's screen is misleading. It implies the text was sent formatted. All of the text you see in my screenshot below was sent normal size, even though it appears otherwise. Maybe some of the other protocols that Messages.app is capable of working with are able to transmit formatted text, but the iMessage protocol isn't--and Messages.app obviously is aware that the text is getting sent as an iMessage.