Why is this a fragment?

Firstly, Microsoft Word is correct in its designation of Because I don’t know what you don’t know as a fragment. Because is a subordinating conjunction that fronts a dependent clause. A dependent clause written alone without its associated independent clause is a prime example of a sentence fragment.

Secondly, it is worth regarding Word's grammar feedback as simply alerting the writer to certain aspects of the text that may be problematic. It does that also with all passives, for example. This feedback should not be regarded as prescriptive; there will be numerous occasions when the feedback can absolutely be ignored. Your context is one such occasion. The fragment Because I don’t know what you don’t know follows the question. There is no ambiguity and there is absolutely no need to avoid the fragment by re-including the question as the independent clause.

It is a sentence fragment.

The Because makes it one.

I don't know what you don't know.

Is a sentence.

Because I don't know what you don't know I'll probably go over things you do know.

Is a sentence.

Because I don't know what you don't know

Is a fragment (because) nowhere in the sentence is Because explained.

I'm sure there's more complicated terminology for that.

The problem is that the artificial rules of formal grammar do not permit statements that are bound by context alone. (The rule is often summarized as Thou shalt not begin a sentence with a conjunction.) You would be expected, in formal English, to write something like

My lectures are "terrible" because I don't know what you don't know.

In other words, even though the question Why X? is in plain view, you are still required to say X because Y rather than simply Because Y, even though it is unlikely that you would use X because Y in conversation unless you were being very explicit (perhaps because you needed to pick out an individual X from a question containing many things in the class X).

You may or may not be free to ignore this "rule", depending on the context in which you are writing. No doubt you will get some grief from the language mavens (to use Steven Pinker's term for them) if you go with the less formal and more natural formulation even if there is no Guardian Editor standing between you and your audience, but your formulation is only wrong according to artificial imposed rules rather than according to the actual grammar of the English language.