It is a 'feature' of Word to uncollapse the headings on open (so you don't get a surprise with content you didn't see).
To deal with that, you could have a macro which runs when you open the doc
Code:
Private Sub Document_Open()
Dim aCC As ContentControl
For Each aCC In ActiveDocument.ContentControls
If aCC.Type = wdContentControlCheckBox Then
aCC.Range.Paragraphs(1).CollapsedState = aCC.Checked
End If
Next aCC
End Sub