A family of Microsoft word processing software products for creating web, email, and print documents.
You might try going to System Preferences > Privacy and grant full disc access to Microsoft Word. Also allow Files and Folders in that same dialog.
Granting permissions is something required by Mac OS. If you locate your files inside your Mac OS Documents folder, OneDrive, or SharePoint they are considered to be in safe locations and Mac OS won't pester you for additional permissions.