It seems that MathML works OK with my word with simple copy and paste for strings such as
from sympy import S
from sympy.printing.mathml import mathml
my_eqn = S(1) / 2
Looks like the MathML that works is presentation MathML, whereas SymPy outputs content MathML. Unsurprisingly, Word is unable to convert from content to presentation, as that requires some degree of mathematical knowledge on the part of the software.
SymPy probably ought to support outputting presentation format, but until that is implemented, you might try to find some other software that can convert between the two (I don't know of any myself, unfortunately).