Because Word doesn't offer this feature. The *only* thing Word does
automatically that is specifically designed to help with citing references
is to place footnotes/endnotes and number and re-number them.
Word will not manipulate the text of references (change punctuation,
abbreviations, etc) to fit a particular bibliographic style for you, and it
is unlikely that MS will ever consider it profitable to incorporate these
features. To automatically format notes or a bibliography with the
information and punctuation appropriate to a particular bibliographic style,
search the web for information on bibliographic management software. The big
three (cross-platform) are EndNote, ReferenceManager, and ProCite, all
owned by the same company and about US$100 with student discount‹a web
search may turn up cheaper alternatives, as many people do not need the full
power of those three programs.
If I misunderstood your question, and you want to change the format of the
*numbers* that Word creates, be sure to state version and give a detailed
example of what you hope will happen.