Word uses section breaks for changing the page number format too. This is unlikely to change, I'm afraid.
I believe that most word processors (such as LibreOffice Writer) require something similar to section breaks to change these formats.
Maybe page layout programs (InDesign, QuarkXPress etc.) are more flexible; I am not sure.
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Stefan Blom
Microsoft Word MVP
Microsoft 365 apps for business
Windows 11 Professional
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