There is definitely a strange behavior in which an object which is not currently floating doesn't seep to want to go into a floating container (even when holding SHIFT). However, if you grab the grip on the floating object and SHIFT+drag it into the container it seems to work. See if that does it for you.
Thanks Joshua - I kept shifting and dragging over and over and I got the sheets to stick eventually!
You're welcome! I'm glad it finally worked!