Apple provides a built-in API for spelling and autocorrect. Most apps, like Pages, that use those built-in APIs will get all of the autocorrect dictionaries, and behaviour, for free.
Certain apps like Microsoft Word are more likely to do these kinds of things themselves. Microsoft already has a huge API of its own and it tries to ensure the same behaviour across all of its own products on both Windows and the Mac.
Apple has much more experience and knowledge on mobile environments than Microsoft, so Apple is likely to have a much better autocorrect mechanism. Microsoft Word's autocorrect just seems to be a really long list of autocorrections. You can add your own autocorrections if you want.
It is just a different philosophy. If you want the best autocorrecting, use Pages. If you want the experience to be identical to Word on Windows, right down to the same misspellings, use Word.