I agree.

The time to worry about it is when you use the style and something weird shows up. The mock-up in the dialog box can be helpful but is often somewhat different from what will appear. What you are seeing is likely an artifact of your monitor settings and Word's inner workings. The dialogs in Word are more than 30 years old and may not have adapted to the latest in display technology.

Do not be discouraged, though, from asking questions about Word here or on other forums. The people who answer questions tend to be a bit jaded as to the conundrums that Word can toss out. The following quotation is more than 25 years old from an experienced and knowledgeable user. It remains true.