There is a rather old bug for this over in JRASERVER-9765.
It appears that JIRA is creating an HTML file that is using a <del> </del> tag to show a strikethough for a resolved link. I suspect that Word is interpretting that tag differently than HTML standard for this tag https://www.w3schools.com/tags/tag_del.asp
That tag does appear to function as expected if you rename the file extension to HTML and open in a browser, it does show a strikethrough line in that text. However it looks like Word behaves differently and removes that text from view, rather than show it as completed/strikethrough. Sorry this probably does not help resolve this, but I think it helps to highlight that this is a problem more with how Word renders that tag.
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