Copying an automatic (created with a hyphen+space) bulleted list from Word 2016 (web version) and pasting it into Atom, Visual Studio Code, Textmate, iA Writer or a plain textarea in Chrome/Firefox does not actually copy the list markers, just the list content (I have not verified this in the desktop version of Word though). Markdown editors often fall into this group of plain text editors that do not handle these Word auto lists.
Also worth noting is that the Option+8 bullets and Word bullets are different. The Option+8 bullets can be pasted into the plain text editors that I listed above.