Sometimes, mainly due to the complexity of the source web site–and many have that complexity I suspect is to prevent taking a PDF copies or to make the web page super cool–DEVONthink will do the best it can in the circumstances. When I see that happen, I use the “Open with Safari” command on the bookmark and try again.
I take most of my copies of interesting web pages using using the Print command in Safari, then picking "Save PDF to DEVONthink, not using the clipper. So on problematic web sites you may try that.