You're trying to convert from Word 2003 to Word 2016?
It does some converting but that's a big jump from 03 to 16
If you see Compatibility Mode in the title bar, here's how you can find out which mode you're in:
Click File > Info.
In the Inspect Document section, click Check for Issues > Check Compatibilitysee full list here https://support.office.com/en-us/article/Use-Word-2016-to-open-documents-created-in-earlier-versions-of-Word-5b38a00a-840b-4719-a8a3-ce155df82554