That is because Word just doesn't work. The thing is so full of bugs one cannot tell bugs for "working as intended". I remember once that the mere act of pulling an automatic Table of Contents in Word corrupted the entire file, making me waste days. Styles in Word is like asking a police officer to do Calculus. Word is a patched and rotten jumble of rags and loincloths put together with spit. Pages is a Borg Cube.