Attempting to use regex testers like regex101.com and regextester.com successfully match all of the 'failures' I listed above, regardless of implementation flavor (PCRE2, PCRE, Python, Goland, Java 8, .NET).
awk implements POSIX extended regular expressions which don't support perl-style regular expression escapes like \w. Your examples of working expressions only match because \w matches a plain w.
Here are a couple of working expression tests which use \w.
Once you put \w somewhere else in the expression matches no longer occur
Attempting to use regex testers like regex101.com and regextester.com successfully match all of the 'failures' I listed above, regardless of implementation flavor (PCRE2, PCRE, Python, Goland, Java 8, .NET).