OK, I thought the same, but have not found any option in MS WORD about it. All EMF that I have (from MS VISIO and others) are displayed antialiased in MS WORD, only EMF files from yEd aren't displayed antialiased.
I supouse that it was an option in exported EMF file. If you search "emf antialiasing" in google there is a lot of forums with questions similar to this, and there is a lot of confusion with antialiased EMF. Of course there are many answers that say "is an option in the renderer", i don't know, but only EMF files from yEd aren't displayed antialiased into my MS WORD.