This is reproducible on confluence.atlassian.com - the attached Word document has been generated from there.

Doing a head on the file results in the following:

Message-ID: <1657636268.3573.1436525934483.JavaMail.svc_confluence_prod@node471.prod.inf.atlassian.com>
Subject: Exported From Confluence
MIME-Version: 1.0
Content-Type: multipart/related;
boundary="----=_Part_3572_816584643.1436525934481"

------=_Part_3572_816584643.1436525934481
Content-Type: text/html; charset=UTF-8
Content-Transfer-Encoding: quoted-printable
Content-Location: file:///C:/exported.html

Basically what is going on is that this is a multi-part email which Microsoft Word is able to display. It is not a real binary .doc file which can be opened by other tools which can open Word documents.