We've discovered that when using the export text option in Documeation tool the docx generated only properly format down to h2 level headings.
We used a few <h3> text in our exmaple and they came out with the <h3> tags and all the other formatting tags applied to it as it is. That is they looked something like "<h3><strong>some sample text</strong></h3>" in the Word document generated.
Using the 'select text' option then paste into a blank Word document had no problem.
We are using the WordPress plug in.