Most of our built-in compile formats have the necessary styles set up within them to easily do this, you just have to know where to do so. We discussed a bit of how that can be done, and go into some discussion on why it doesn’t do it by default, in this thread. Note some of that pertains to Windows WIP issues, as I recall, as it was during the beta.
I could be wrong as well, but I think it would be best described as being slightly more straight-forward in a word processor, but more labour intensive, as each and every chapter and section heading must be individually styled. In Scrivener the setup is out of the way, but you do it once and your entire manuscript is wired up, and potentially every book you compile from that point on.