When I open a new document not authored by me and thus most probably having a different style settings (e.g. for Normal, Heading 1, etc.), MS Word seems to forget what I have defined as its style settings and assume style settings of the newly opened document as its default style settings. How could I prevent it from modifying its style settings to match those of newly opened documents?
Home/Styles Menu/Manage Styles/Import/export (organizer)
You can't because it doesn't happen. Word doesn't forget/modify your personalized style settings, in fact it knows nothing about them. Each document style settings are independent from any other document and the Word application knows nothing about such styles until the document runs and information belonging to this document that tells Word about the styles.
The reason why every new document you create "keeps" your personalized style settings is because it is based on Normal.dotm which I assume is where you performed such personalization (you could also, as I did for a while, have an standard .doc personalized and then reuse it as base but that is beside the point). And that is why Word doesn't forget/modify your personalized style settings when you open a third party document. Word simply didn't know anything about it in the first place.
There is, however, a solution to you problem because styles CAN BE IMPORTED.
ALT, H, FY opens the Styles Menu. Press/activate (mouse users would say click) the Manage Styles button. It is the rightmost of the three "unrevealing" icons at the bottom. Pointer device users can point it to display the infotip that reveals the icon's label/name (and by no other means will this be displayed so keyboard exclusive users can not yet be).
A second menu, titled Manage Styles, pops. Fortunately, this menu, has access keys. Press "x" to activate the Import/export button.
Yet one more menu, titled organizer, seemed convenient to MSWord designers but don't worry is the last one. Here you have a symmetric interface with the left side displaying the styles available at the current document and the right side those available at your Normal.dotm. On this right side list select the styles you want to import and then press "c" to copy them into the availables at the current document list. Now close the menu and that is it. You should now see your personalized headings styles applied to the third party headings.
A vague memory of the time I started using headings to navigate my word documents comes to my mind. I believe it was something about new styles based on Headings 1,2..etc wouldn't make an anchor to local links (links at the same document) so, instead of a new style based on Headings, I modified the default Headings themselves. I fear, but won't go to the trouble of checking out, that only if your personalized Headings and the Headings used at the third party document are what I have been calling the default Headings (although personalized) as opposed to new styles based on such default Headings would the system be able to identify them as the same Heading and automatically update the style .