Exporting in this way loses lots of formatting information because the .RTF format doesn't support as much as you might like. At my shop we approached this problem from the other direction; it worked better this way.
Instead of exporting Access data to Word, turn the problem around. Build a query, then build a MailMerge template (probably in catalog mode). For simple reports that don't have too many headers and footers, this might be more helpful. And you can define your formatting pretty well if you wish, keeping lines, boxes, bold, funky fonts, and other stuff like that.
I offered that as an alternative just because it is a bit "out of the box" - but it shows another way to skin that cat.