We don't have "attachments". Images are saved and then the saved image file is linked to in the post, so your Word document would need a whole load of new scripts and features to allow a file to be "attached" and downloaded.
then I wouldn't have to post a link to a forum thread about my short
story which is about lions
Just highlight and copy text in the forum thread or Word document, come to your Stack Exchange question and paste it.
If the Word document contains a significant or crucial part of your question, then that text should be in your question on the Stack Exchange site, not in a file or on another site.
Not having the relevant text in your question body could reduce searchable content for the site's search function and search engines, and could create problems with tagging and reviews relating to tags, as some of your question's content is "hidden" in a file.
It will annoy a fair few users having to download - choosing "open with" or "save as, navigate, open", etc. just to read your question. You might lose potential answer because of this, which hinders the site and all other users too.
Images can nearly always be rendered in the browser, Word documents cannot and have to be viewed by the operating system software. So you then have to consider cross operating System and software differences and problems, and even cross platform with mobile, tablet, etc.
A document created in Linux (OpenOffice, LibreOffice) can easily be scrambled in Windows Microsoft Office, and sometimes vice-versa. I have seen the results and sometimes it's greatly obfuscated, not just different formatting, etc. (I have no idea how compatible Mac OS X is between the other two either.)