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I think it's always been this way, at least it has for me. The carriage return (Enter key) was equivalent to the new paragraph function, whereas Shift+Enter gives you the line break function, putting your next entry directly underneath your last.
Example:
Sample Text Line 1, then pressing Enter
gives me a space in between the entries
Sample Text Line 2, then pressing Shift + Enter
line breaks right underneath.
I don't know if there's a way to set one or the other to be the default though
Antpark's post in Default Line Spacing was marked as the answer