I'd imagine that they eventually would since, if I'm not mistaken, MS Office is a popular suit on OS X so it would seem likely that they'd put the effort in to use the autosave feature.
The rub that I can foresee however is that because the feature has to be implemented on the end of the app developer, I can imagine some developers opting not to include this feature either due to design philosophy, effort etc. Whilst some others will opt to include the feature, the result being an inconsistent behaviour when opening apps.
An example of what I mean would be how for example 'maximizing' apps in OS X is pretty inconsistent, some will fill the screen whilst others will follow Apple's philosophy of expanding to the point where there are no scroll bars etc, and also again, with the close button. Some applications exit when you press it, whilst others simply hide.
It's this inconsistency that I find annoying. Nothing terribly bad but annoying no less. And I can kind of see it as an inevitability when it comes to the autosave feature.