Well, since the language I'm working with the most is Chinese, I'm not too familiar with how things work for Japanese. However, my guess is that in the window's world all the foreign text are being coded in unicode, which is now the universal standard for all word documents. Before in Office X, it did not use unicode as its coding system, and that's why anything you typed in Office X may not display correctly in the window's version. I didn't know that until I found out I could never open any chinese doc. successfully in Office X created by Office Suite in Windows. While OS X does support unicode natively as proved by its Textedit program, Office X did not incorporate that feature as it was one of those early OS X releases that didn't fully take advantages of the OS X. Hope the above information helped you.
PS: Openoffice does support unicode as well, but then I didn't feel it will provide the universal compatbility that Office 2004 brings.