@KDoner
Why? Because someone at Microsoft likes "fancy" page numbers.
Probably some corporate customer years ago asked for them. They do not all have lines, but generally have something a bit more than a simple page number. These choices make it easy to insert with the fancy formatting, that you (and most of us, I suspect) never need.
You do not need to use these and I seldom do. Using one of them will delete any existing header or footer unless you use the "current position" ones.
Page numbers in Word are fields in a header or footer. You can insert one with the keyboard shortcut Shift+Alt+F9 in Windows. There are numerous other ways to insert them.
For more, see Page Numbers in Word 2007-2021 (365).
Here is a Quick Reference Card on Headers/Footers and Page Numbers in Ribbon Versions of Word.
