It`s to do with the way Word exchanges the data with the different applications. See click here for an explanation of why, for example, dates don`t convert in the same format from Excel. If you read down and "confirm the file conversion" in Word you will get alternative methods of data exchange.
In your case, when you link to the file initially via Word it looks at the range of columns say from A-P and these are the limits. Add a column Q and it is outside the initial range, move it before column P and it is within the range because it already has a link to column P. The short answer is to add the additional columns, save the file and close it. Close word and open it again and it should then recognise the new column immediately.