Doubly unfortunately, you are correct. It's bizarre, since Word CAN automatically add bookmarks. But I guess that's just more evidence that Microsoft has pretty much abandoned development of Publisher and just shifted its functionality into Word. There really isn't anything Publisher can do that Word can't these days.Unfortunately, this does not seem possible in the tool I'm using (MS Publisher). Would love to be proven wrong!
Also, one day my copy of Publisher suddenly stopped being able to export some fonts into a PDF. That is, the fonts look fine in the layout and when the document is open, but when I export to PDF the lettering is replaced by a bunch of rectangular blocks. It's a pain, and another part of why I pretty much abandoned Publisher in favor of just using Word.