Maybe this is the wrong forum to bring this up....
...My point is why doesn't Microsoft provide an integrated solution that allows Appendices?!?

I have tried Shauna Kelly's work around and it is just that a workaround; not a solution to a problem that has been talked about for more than a decade now.

Nothing is wrong with Word 2010; unless you want to implement a Multi-list with an Appendix that does not require an intimate knowledge of MS Word multi-level lists, caption Labeling and don't want to implement cross-referencing or common TOCs.