This is because content and layout (markup) are seperated by ez Publish (as like any good CMS). The field you're using is probably an XML-textfield. XML only stores/contains data. It doesn't store markuptags like HTML, altough you can store XML-tags to define markup. It's kind of hard to explain in English for me. If you'd like I can search for an article I've read recently about this and about how to store markup the right way.
By the way: In the Community Contribution you can find a tool to use HTML in an XML-textfield, but you should not want that.
Hope this helps.
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