I have reproduced and analyzed the problem with the supposed “page breaks” during compilation several times.
In fact Scrivener does not insert page breaks when compiling to Word (docx) as claimed everywhere in Scrivener’s user interface and documentation. There is also no extra paragraph.
Scrivener inserts a section break (not a page break!) at the end of the paragraph between the text and the paragraph marker. The section break forces a new page. This moves the paragraph marker itself to the new page, creating a blank paragraph and (normally) preserving the paragraph’s formatting attributes from the previous section. A section break, unlike a page break, means that various properties (such as header, footer, column count) are (or can be) reset for subsequent pages.
Scrivener’s procedure is equivalent to manually inserting a section break at the end of a paragraph in Word by a user. With manual insertion, the user must then either edit and reformat or delete this “new” paragraph. Unfortunately, inserting a page break at the end of the paragraph would not change the problem either, because exactly the same thing happens (a “new” paragraph is created by separating the paragraph with a section or a page break).
It remains irrelevant at which point of a paragraph a section break or a page break is inserted. The paragraph is always separated, even if it is only the paragraph marker that is moved to the new page/section. Remedy could be possible at compile only if first the page break or section break is inserted at the end of the paragraph and then the paragraph marker is deleted. But presumably this deletion of the paragraph marker will not be possible?