This happens even if your heading style sets the Special Indentation format to None. When the pointer becomes a question mark, click the text you want to check.
Word displays all the style and direct formatting that is currently applied to the paragraph.
Once you determine the source of the formatting, you can take steps to change it by modifying the style or by changing the direct formatting. This section contains a description of how heading numbering affects the heading style definition. The key to understanding the effect of heading numbering on a document is that the Auto Numbering property is not a regular paragraph property, but rather a document property. Word does not add this property to a template if you add the style to a template. Conversely, Word DOES add the indent formatting, which is a regular paragraph property, to a template if you add the style to a template.