Word does smart selection on words and lines. These screenshots
show the results of a mouse click-and-drag (first), a double click
on a word (second), and a triple click on the whole paragraph
Note the inclusion of the trailing space when a whole word is
selected. You wanted that space to be selected too, right? No?
Well, that's too bad, because you can't not select it
if you invoke smart selection via double-click. If you don't want
it, you have to click-and-drag over the word yourself, and carefully
stop before accidentally including that space.
This kind of behavior causes Word to tread the fine line between
being appropriately helpful and being obnoxious. When you design
software to make decisions for users, be sure you're correct most
of the time, for most users, under most circumstances.