Bookmark hierarchy gets lost when I export to Word Document

[Manuel23840545rc34]

I am using Adobe Acrobat Pro 2017 and have made some bookmarks to my doc:

Notice the hierarchy.

Next, I am required to export it to a Word doc. I'm doing the following:

• File->Export To->Microsoft Word-> Word Document
• In the Save As PDF dialog I click on Settings and I have the following set us as:
• Then I wait for the document to be exported.

The problem is that when I open the newly exported Word doc I spot that my bookmark hierarchy did not convert correctly. The header navigation in word is wrong now. See below:

I don't know how to keep the headers in Word to match how I have my PDF bookmarks organized. Can someone help me what I need to do? Is it possible? Or does Word simply does not know how to interpret PDF bookmarks to then convert it to its own header hierarchy?

Many thanks in advance.