It appears that you may have pasted in the Khagg button from a different application source (Powerpoint?) and Word hasn't yet 'converted' it to a native Word object.

If you click in it to select the text and apply a style, you will see that the style pane items changes. I would say this effectively converts it to a native word object.

I note that your Options (at the bottom of the style pane) reveals that you have set the document to track the following as styles:
- Paragraph level formatting
- Font formatting

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Andrew Lockton
Chrysalis Design, Melbourne Australia