Could be that Word documents with code in them are relatively rare when
compared to the number of Excel files that contain some kind of macro or
other.

I'm pretty morbidly cautious about Word documents with macros myself, but
not so much so with Excel files although I run with Macro Security at Medium.
Since I prefer to code rather than learn all the intricacies of worksheet
functions, I'm constantly nagged when opening my own workbooks - but consider
it worth it in the long run.

Oddly enough (knocks on wood) the only malware that's ever gotten onto one
of my systems was a Word Macro virus back years ago.  Luckily it's only goal
in life was to spread itself around without actually doing any damage.  Got
that one in a file sent to me by my supervisor for review - and he'd gotten
it off of a U.S. Government web page as a download!