This seems to work...

Dim checksRange As Range, i As Long, StrChecks As String

    For i = 0 To ListBox2.ListCount - 1
    ListBox2.Selected(i) = True
    StrChecks = StrChecks & ListBox2.List(i, 0) & "|"
      
    Next
      
    docWord.Content.InsertAfter vbNewLine & Replace(Left(StrChecks, Len(StrChecks) - 1), "|", ", " & vbNewLine) & "."