I worked on this issue for couple of days. I cannot use Word 2016 to open a Word document that was created by a SharePoint workflow. I can open the workflow created document using Word 2010 or open a human created document by either Word 2010 or Word 2016. I check the SharePoint workflow step, there is nothing special. After I research on the web, I have done the following.
(1) Repair Microsoft Office 2016 and enable "SharePoint OpenDocuments Class" in IE's "Manage Add-ons".
(2) Add SharePoint site and all its subfolders to the "Trusted Location" in Word 2016 "Trust Center Settings"
(3) Uncheck the three options in the "Protected View" in Word 2016 "Trust Center Settings"
(4) Changed the Word template format from 2010 to 2016.
I still cannot open the workflow created word document in Word 2016. It "Starting...", then "Open http://...", finally hang on "Processing..." forever.
See anyone can help me out. Many thanks.