A family of Microsoft word processing software products for creating web, email, and print documents.
Right-click on a numbered style in the Style Gallery and choose Modify. The Modify Style dialog opens. Please note that Style for following paragraph is set to Normal. This means that when you press Enter after a line, the style changes to Normal style, which is not numbered. You can change this setting to the name of the numbered heading style, so that it keeps the numbered style that you're currently using.
You are using a default Microsoft list style for your list numbering. You may find this article about setting up custom list styles useful: How to create numbered headings or outline numbering in Word