Stefan may be correct that you are changing the option on the wrong dialog.
The macros I gave you are not ones that can be recorded, they have to be written. They do not change the superscript back when AutoFormat as you type does its thing. They stop it from doing that. These are the option settings. The links are to two MVP sites that explain how to use macros that you see on a site like this.
If you just want to undo it when it happens, that does not take any macro. Just use Undo (Ctrl+Z) when the letters get set as superscript. This is true of any AutoCorrect or AutoFormat as You Type change made.
If you are changing the option in the correct location, it is likely that some Add-In (even if you do not think you have any) is causing the problem.
Try starting Word in safe mode.
Open Office apps in safe mode on a Windows PC - Microsoft Office
When it is opened in safe mode, what is the AutoFormat as You Type setting for ordinals?
If it is checked and you unchdeck it, with Word in safe mode, what happens when you again start Word first, in safe mode again, and then start Word normally?