Probably a screw up while saving on the other side or the other programme not being able to work with tracking changes. Or anything else in between not working. You downloading it as a Word document or html sounds like there's a another agency in between which might not be able to do convert to doc and track changes either. And the Convert from RTF sounds like it's not a Word document anymore.
Send it without the track changes feature and have Word do a compare between the original file and the one you get back. Try to get a real doc file back or least a normal txt file without someone in between.
Keep a copy of the files before doing anything with them.
