Paul, there must be some other setting in Word which controls whether the full link displays or "Current Document" but I have no clue what it would be.
Here's one to a bookmark named MyBookmark in the current document.
It shows the name of the bookmark, not "Current Document" nor the full link, nor the contents of the bookmark!
And, in the same document, a link to an external file will give the full URL/link.
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