Somebody finally did that! Somebody created Office add-on that allows to import source code with highlights and right format.
Check it out!

Another useful tool for source code copy/paste if you’re using Sublime Text:
https://github.com/n1k0/SublimeHighlight

There are even more ideas on how to insert source code into Word, Office, Excel or whatever here:
https://stackoverflow.com/questions/387453/how-do-you-display-code-snippets-in-ms-word-preserving-format-and-syntax-highlig