This isn’t a direct answer to your issue, but if you were open Word, click File > Options > Advanced > Cut, copy, paste section > Insert/paste pictures as: > Try Through > OK as a comparison when inserting to what it is set as now.
This effectively changes the way future inserts are treated within the document(s).

I have tried images captured with Snagit and there doesn't seem to be an issue with them when used with Word.