I think you'll find, if you try that, that the OS X clipboard doesn't get the parent-child relationships, and flattens the list.

What I do is to use a simple utility which I wrote a few years ago in Realbasic, and which you are welcome to try. It captures an outline from an open MS Word document, and allows you to save it as OPML.

I then load the OPML in OmniOutliner, and save it as an .oo3 document, which I import into OmniGraffle.