Hi,
Was this issue occurred with every Word file or the particular file? And which version of Word do you use?
As far as I know, for example in Word 2013, all the built-in heading styles have a Recommend level of 10 and are set to be displayed in the Styles gallery, but all the heading levels below Heading 1 are also set to "Hide Until
Used."

Please check the "Show next heading when previous level is used" is enabled.

Regards,
George Zhao
TechNet Community Support
It's recommended to download and install
Configuration Analyzer Tool (OffCAT), which is developed by Microsoft Support teams. Once the tool is installed, you can run it at any time to scan for hundreds of known issues in Office
programs.
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