As one says :
It’s not a bug, it’s a feature.
Multiple empty lines are a no no in good typography. We speak rather about vertical space and this is added via styling the different sorts of paragraphs, header, and so on.
That beeing said, when I want to add white vertical space, I just put “em spaces” on lines by themselves and it works perfectly. In edit mode, you have two possibilities :
- invisible space :
(you don’t see it, but it’s there, I guarantee you) - visible space :
 
I have Typinator macros (you can do the same with tools like TextExpander) :
EMSP → types the invisible EM SPACE
emsp → types the visible (HTML entity)  
In the end, for example, it’s easy to type
Last text
 
 
 new text
It works beautifully.
Another idea : you could also program a Keyboard Maestro macro that types
Carriage return
 
Carriage return
And affect it to, say, Opt-return
My two cents.
Olivier :-{)