When pasting FX, fill opacity doesn't get copied. One method I'm using for water is to make hundreds of vector strokes, copy and paste the 3D FX for each one (doing it for the layer/group causes all objects to be merged for the 3D effect, which is only applied once, not per stroke). The look of water comes by lowering the fill opacity of the object color, but keeping the specular at full opacity. Unfortunately, I have to do this per-stroke.