Import and Split of .docx splits every paragraph into a separate document

I created a two chapter test document in Pages.
I have four styles, Chapter, Heading, Caption, Body.
Only the first three are included in the TOC.

Each Chapter starts with:

  • one line with the Chapter style,
  • one line with the Heading style,
  • one line with the Caption style
    Those three lines are followed by multiple paragraphs, each with the Body style.

I exported from Pages to a Word file. I created a TOC in Word using only the first three styles.

When I import and split using the document hierarchy I get the first Chapter and first Heading content in separate folders.
However, the Caption style’s content is in the first document, and each paragraph’s content (Body style) is imported as a SEPARATE document, 29 in the first chapter.
This repeats for the second chapter, 48 documents.
In the full work there are 50 chapters, 3848 paragraphs.

The ideal results would be for the Chapter, Heading, and Caption to be seperate folders and all of the paragraphs with the Body style to be in a single document seperated at each chapter. I know I can shift-select each paragraph document in a chapter and merge, but wouldn’t it be better if this just worked?

Any ideas?

For whatever it’s worth I found the Nov 2021 post about Word’s compatibility mode. I did a Save as, selecting DOCX before trying to import, same result.