It's down to the way Word saves your stuff.
When you type something, your document is stored in your computer's RAM in binary. When you save this document, it just grabs the binary information in your RAM belonging to your document and dumps it in a file on your hard drive. (This is an old technique, because Office is an old suite. The next version will not do this).
When you open your document, it grabs the binary information in the file, and puts it into your RAM so you can work with it fast. When you go to save the file, it simply compares the binary information in your file and in your RAM. If they're the same, it won't ask you. If they're different (even slightly), then it'll ask you if you want to save it. The thing is, part of the binary information could be something like where your cursor is, or some small thing like that. We recognise that this doesn't mean a change to the information in the document itself, but the computer hasn't been programmed to think this way. So it asks you.