In Word, it’s useful to be able to rationalise the styles that a document uses by deleting unused styles.
In the Styles and Formatting task pane, if you open the drop-down list associated with a style then it will say either Select All 3 Instance(s) or Select All: Not Currently Used.
The problem is, Word doesn’t count styles used in headers and footers. You can understand why, since it couldn’t select all of those instances, but it is rather misleading to say certain styles aren’t used when they might actually be used in the header or footer. Of course, if you delete such a style, believing that it isn’t used, then the formatting in the header/footer will be lost.