Unless the license says otherwise. The fact that Word doesn't (I wouldn't even be sure if that was true, honestly, especially for the online versions) doesn't mean anything.

They could start selling a version of Word tomorrow that gives them the right to train from everything you type on your entire computer into any program. Or that requires you to relinquish your rights to your writing and to license it back from Microsoft, and to only be able to dispute this through arbitration. They could add a morals clause.

You sure about that? Have you checked the 400-page EULA?

If I take a song and convert it from .mp3 to .ogg, the resulting file has no copyright since it's the output of a program?