You need to copy "R²" from the document window. But the “²” in the "R²" string must be Unicode U+00B2. To check this, place the insertion cursor right after the “²” character, then press Alt+X. You should get “00B2”.
To get a proper “²” in the "R²" string, type “R” followed by “00B2”, then Alt+X. If you type ordinary “2”, select it, then superscript it, you don’t get U+00B2. You get “0032”, which is Unicode for an ordinary space character. Maybe this is a bug in Word.