I will check, but I don't remember anything strange after saving.
Anyway, my way of working is that I have a more or less default stylesheet available with all kind of classes. If I check a text in Word and see some text that will need a certain class in the ePUB, I will create a style in Word and make sure that that text has that style. I don't care about the style itself, it is just for identification. It does not create a stylesheet for you.