Automatic re-opening of documents doesn't work with Microsoft Office 2016

Microsoft Office for Mac 2016 documents do not automatically re-open, despite the Mac System Preferences "Close windows when quitting an app" setting being turned off - a setting which works on other apps/ windows/ documents (Preview, Mail, etc).

This is different behaviour from MS Office 2011 on Mac. Open Word, Excel, etc. documents would automatically re-open after having closed the program, or after having shut down the computer. I am posting here because I don't know if this is a new Apple deficiency, or if Microsoft is somehow overriding the global setting (probably the latter, I will see if I can find an MS forum to complain to. Maybe someone has found a workaround, or maybe I have missed some setting in Word.

Yes I can just put to sleep, but sometimes apps/ computers need to be shut down and then I have to manually go open what is usually a set of 3-10+ Office documents that are all interrelated. It's like arriving to a completely clear desk in the morning, that the night before had ALL your open books and annotated papers spread out, that you were working on trying to keep a hundred thoughts in mind. It's incredibly unproductive.

Mac OS Sierra, 10.12.6, with licensed Microsoft Word for Mac 16.12