Custom numbered environment in LaTeX and DocX output

[Senthilkumar Mahalingam <sw2.msk-Re5JQEeQqe8AvxtiuMwx3w@public.gmane.org>]

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Hello,

While converting a LaTeX document to DocX, encountered custom numbered 
environment, which fails to display the head, Am I missing anything here. 
The MWE is attached.

Thanks
Senthil

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\documentclass{book}

%% Exercises

\let\counterwithout\relax
\let\counterwithin\relax
\usepackage{chngcntr}

\usepackage{exercise}
\counterwithin{Exercise}{chapter}

\renewcommand{\ExerciseHeader}{
\noindent\textbf{\ExerciseName~\ExerciseHeaderNB~\ExerciseHeaderTitle~\ExerciseHeaderOrigin}
}

\begin{document}

\chapter{Chapter Title Here}

\section{Section Title Here}

\begin{Exercise}
\begin{itemize}
\item Item 1
\item Item 2
\end{itemize}
\end{Exercise}

\begin{Exercise}
\begin{itemize}
\item Item 1
\item Item 2
\end{itemize}
\end{Exercise}

\end{document}