Word has some pretty much undocumented rules about this: the Hyperlink style
is applied by default to all hyperlinks, but it is suppressed for TOC
entries and hyperlinked cross-references, so, since it appears you are
dealing with cross-references, that is the problem. Ironically, if you unlink
one of these hyperlinks (by pressing Ctrl+Shift+F9), then the Hyperlink
style is displayed.
What you can do in this instance is create another character style, also
blue and hyperlinked, and apply it to the cross-reference, or you can apply
this formatting manually. For more on this, see
http://sbarnhill.mvps.org/WordFAQs/FormatCrossReferences.htm#FormatFont.
--
Suzanne S. Barnhill
Microsoft MVP (Word)
Words into Type
Fairhope, Alabama USA
http://word.mvps.org