But, it cannot convert OneNote headings in page to Word headings.
Gem for OneNote v42 add a new feature - Save Page as Word Document.
It save current OneNote page as Word document, and convert the headings in page to Word headings.
Gem's feature - "Save Page as Word Document" is in "Gem" tab -> "Save As" menu.
OneNote Headings & Word Headings
Open this document with Office Word, it will list all the headings in Navigation pane. Click the headings in Navigation Pane will jump to the related position of the heading.