Word 2010 insert watermark deletes some headers in a document.

This happens where a document has multiple sections where some are 'Link to previous'.

A Word bug?

Thanks for any help.

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Here is the setup detail:

Create a blank doc

• Page Layout – custom margins – layout - check Different odd and even and Different first page
• Put 3 pages of text in and then Page Layout – Breaks – Section break
• Put another 3 pages of text in
• Insert Header – Edit header – put distinctive headers in each page
• Save document

Test 1

• Page layout -Watermark – Custom watermark – text water mark
• All is fine

Test 2

• Open document as was saved
• Go to Odd page header section 2 and set ‘Link to previous’ off
• Page layout -Watermark – Custom watermark – text water mark
• This time we start to lose headers