Standard field information does not transfer between modules

Standard field information does not transfer between modules

Why is it when I am writing a sales order from a contact, it will not transfer the address, or pertinent information over. It gets really annoying to have to go back and forth and copy everything. This however is not the case for accounts. 
I wish there was a way to just connect  fields as needed via the setting and field information.
Salesforce is starting to seem pretty sweet after all these limitations i keep coming across.