A family of Microsoft word processing software products for creating web, email, and print documents.
There is no way to customize these. They cannot be reached via vba, either.
If you care to make a suggestion, use the feedback mechanism.
How do I give feedback on Microsoft Office?
You can handle some things through the Navigation Pane and Outline view, but it is not the same thing as collapsing in the document body.
Collateral to this, you may want to look at Save collapsed headings for other users - save collapsed state.