Is this perhaps a legacy document from an earlier version of Word?
If so, the page number may be inside a Frame or have special formatting applied to it. Try deleting the entire footer text and retyping it. When you get to the place for the page number type the word "page" without the quotation marks, select the word, and press the Ctrl-F9 key combination followed by F9. Format that page number with the font you want and see if it sticks.
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