Here's a macro that does it:

' Macro created 29/09/99 by Doug Robbins to replace endnotes with textnotes
at end of document
' to replace the endnote reference in the body of the document with a
superscript number.
'
   Dim aendnote As Endnote
   For Each aendnote In ActiveDocument.Endnotes
       ActiveDocument.Range.InsertAfter vbCr & aendnote.Index & vbTab &
aendnote.Range
       aendnote.Reference.InsertBefore "a" & aendnote.Index & "a"
   Next aendnote
   For Each aendnote In ActiveDocument.Endnotes
       aendnote.Reference.Delete
   Next aendnote
   Selection.Find.ClearFormatting
   Selection.Find.Replacement.ClearFormatting
   With Selection.Find.Replacement.Font
       .Superscript = True
   End With
   With Selection.Find
       .Text = "(a)([0-9]{1,})(a)"
       .Replacement.Text = "\2"
       .Forward = True
       .Wrap = wdFindContinue
       .Format = True
       .MatchWildcards = True
   End With
   Selection.Find.Execute Replace:=wdReplaceAll

Count me in for that viewpoint.  Please send your feedback to
mswish@microsoft.com.  I doubt they will fix anything, since they generally
overlook the author/academic market, but hey, might as well put in an
official complaint.  Some one else just asked how to do that last week, on
this NG, but so far does not have an answer.

But Doug has given you a macro, so you're in luck.  Doug, I hope you don't
mind if I repost your macro under the last person who asked this question.

DM