You have created an Outline Model. Because Model frames in ClarisImpact are in a custom proprietary format, if you save directly to a Word Processing format, it is likely that the format does not support these special items. In this case, Word does not understand what the frame contains.
Solution:
Use the "To Outline" feature in the Report environment. This actually converts your Report document into an Outline document. This Outline will open in Word or any other word processor without the bullets but with all the properly indented tabs and text.
NOTE: The "To Outline" feature is available from the Text menu.
No Models will convert to a foreign file format, because no other product directly implements the features of ClarisImpact.