Unfortunately MS Word and LibreOffice doesn’t support table/figure legends as they should according to OOXML standards. It’s basically a simple text there even if you mark it as a figure/table caption. If you look at the OOXML standard regarding the caption, it should look like:
<w:tblPr>
<w:tblCaption w:val="This is the caption text"/>
</w:tblPr>
But MS Word and LibreOffice Writer saves as a simple text run, e.g.:
<w:p>
<w:r>
<w:rPr></w:rPr>
<w:t>: This is caption</w:t>
</w:r>
</w:p>
It’s not according to guidelines and completely outside of a table workflow.
Thus, I would say that DOCX converter supports captions but MS Word and LibreOffice don’t 
Although it doesn’t solve the problem.