The problem as described exactly by @Gnopps persists as of the latest release:
Environment
Obsidian v. 10.0.9 | macOS 10.15.7 | no custom CSS
If I switch to custom CSS, most of them inherit the unwanted increase in leading in the lines with a footnote anchor in the body text. (One that doesn’t seem to is Obsdan-Dark-Rmx.)
The issue is not specific to the last line of a paragraph but occurs in any line of its lines. (See screenshot). When exported as pdf, the disproportionate line-height finds its way into the pdf.
There are likely CSS customisations that would solve this but since it occurs even without any custom CSS it may need to be resolved at a deeper level. Thanks for looking into this.