@Joaquín Núñez Welcome to Confluence Cloud!
Confluence and Word have different metadata that dictates how a page is laid out. When exporting from Confluence to Word it must assume the formatting that is available for a word document - which is why you see a difference.
Similarly, PDF utilizes stylesheets to map the data from the source page to the PDF output. Since there are infinite possibilities for the way a Confluence page can be formatted, the stylesheets are standardized and export from Confluence to PDF will follow the PDF stylesheet. This is something that can be adjusted by an Admin and using code, but for the most part those adjustments would only be on elements of the page, not the overall layout.
Basically, Confluence content as presented in Confluence is meant to be consumed by users on the web. Anytime you are exporting it will not match the page format.
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