In the Word document, each paragraph has a style. So calibre is keeping that.
However, if most paragraphs use the same style, you don't need a class for those paragraphs in the ePub as you can style p for the most used paragraph style.
For example, this is the CSS I use for most paragraphs.
Code:
p {
margin-top: 0;
margin-bottom: 0;
widows: 1;
orphans: 1;
text-indent: 1.2em;
}