some files show extensions while others don't (OS X El Capitan)
Recent builds of Office applications are hiding file extensions by default, and have removed the save UI feature that allows you to override this. Your options are to either continue manually changing files to show extensions, or live with the inconsistency. Personally I agree with you, and would rather have the extensions shown for specific file types, but it appears that whether the save UI allows you to show extensions is up to the application authors. You have to complain to Microsoft on this one.