Hi Andreas,
I think it was by design so that you only had the document open with one set of features. If you open a document in the Word desktop application, and introduce content or functionality to the document that will prevent other authors ability to
edit the document in Word Web App.
For example, dont use permissions features such as editing restrictions or marking the document as final. If you want to restrict access to the document, use the permission features where the document is stored (SkyDrive, Office 365, or SharePoint).
Also, If another author saves the document with unsupported features before you have saved the document in Word Web App, you might not be able to save your work in Word Web App. If you have Word 2010, Word 2013, or Word for Mac 2011 you can prevent losing
your changes by opening the document in the Word desktop application. Click
Open in Word, copy your changes from Word Web App, and then paste them in the document in Word. When you save the document in Word, your changes are saved on the server.
That said I will send an email out to our DL to see if there is a relatively painless way to modify the behavior.
-Ivan