Hyperlinks and bookmarks in XPS

I created a document in Word 2007 running under Vista. Created a bookmark and
a hyperlink to it. Using the Microsoft add-in Save as XPS or PDF, I saved the
file as XPS and opened it in IE7. Ran the mouse cursor to the hyperlink and
got the pointing-finger cursor. Clicked on it and was taken to the bookmark
location, as expected.

However, when I printed the Word document to the Microsoft XPS Document
Writer printer driver, the resulting XPS file did NOT show the expected
hyperlink behavior. The pointing-finger cursor did not appear and there was
no hyperlink functionality. I checked the Properties of the driver but found
no option to enable hyperlinking in the XPS output file.

Does anyone have an explanation?