A family of Microsoft word processing software products for creating web, email, and print documents.
I had this exact problem too and realised why. I was using a "semi-light" font (it had the word "semi-light" in its name). Word will therefore not recognise it as bold when you export it to PDF because it already has a pre-defined weight, with that weight being "semi-light". In order to make it work, you need to change the font to the normal version and bold that (e.g. change it from 'Leelawadee UI Semilight' to 'Leelawadee UI').
Hope this helped :)