Figures and Word

I'm used to writing my papers in (La)TeX.  In mathematics and computer science, that is the tradition, and quite frankly it is the only choice if you include a lot of math in your documents.

Recently, though, I'm working with people used to writing in Word, and rather than forcing them to learn LaTeX I've decided to use Word as well.  Only when the math content is low, though.  Writing math in Word is too painful to even contemplate.

Anyway, for simple text editing I have no complains with Word.  It does what it is supposed to, and I find the grammar checker a great help (I do have a grammar checker in the editor I use for LaTeX, but it isn't quite as good).

I run into problems when I try to do anything but simple text editing.

Like today, I am trying to insert a figure in a document.  I have a plot in PDF and I want to insert that together with a caption.

I can insert the figure and write the caption in a text box.  No problem.  It looks something like this:

Now, to make the editing easier, I want to group the figure with the caption, so I can move them around as a unit if I need to move them later on.

If I do that, it looks like this:

WTF? Why did it suddenly turn my (vector graphic) PDF into (a very pixilated) bitmap image?

This is so not what I expected, and certainly not what I wanted...

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