In your message you say:
- I click into the WA wizard, and click the pencil icon
This is the heart of the problem.
The pencil icon is intended for creating the text version of the message, this would be used if you wanted to have a different email message for the plain text version.
to set the HTML version of the message, use DW edit icon instead.
if you set only an HTML message, and don't use the pencil icon to set the plain text message, the HTML will be stripped and the rest used as the plain text message.
If you are using Data Bridge, there is the option to use a template file for the message, this may work better for you. Using the template file for the message, you won't need to edit the message through the UE GUI, you can change the message directly in the template