What you are seeing is likely a combination of the space-before and space-after paragraph settings of the
styles combined with the "Keep with next" paragraph settings.
Word's built-in heading styles, by default, are set to keep with the following paragraph. This makes sense because you do not want them separated from the content they are heading. It is how Heading styles, including custom styles, should be set. However, when you have a series of these without the body text to which they are related (i.e. collapsed), Word tries to keep them on the same page, which may not be possible or may lead to very strange looking documents.
If you need more help with this, you would be welcome to attach a small sample document here.