Hi Vincent,
yes, it is definitely an MS Word behaviour rather than an NVDA one.
I find that when a document opens in read-only mode, going into the file menu (ALT+f) and pressing the down arrow to get to the info item and then navigating to and activating the button that allows editing, that action does persist for future re-openings of the same document, assuming you have saved it from the email or download link where it was first opened from.
Documents you have created yourself should not open in read-only mode.
Giles