Have you got any rules on the field that might modify the contents in any way?
I unfortunately don't have a solution, but across many applications I occassionally see an issue where rich text formatted paragraphs get the carriage returns interpreted in different ways.
Some seem to strip the 'hidden characters' which make a carriage return, or read the first, skip the next, read the third e.g. they read chr(13) but not chr(10).
Even this website is doing it to me right now!
As I type this response I hit enter, it enters a paragraph break (extra line space), not a single line return which is what I would usually expect.
But if I press SHIFT+Enter it does a single line carriage return.
This is probably by design to allow extra paragraph formatting techniques like bullet points and indentation.
Copying and pasting from other Rich Text applications into an Infopath Rich Text box can also have mixed results.
Users may have to just accept this occassionaly behaviour as it seems rich text behaviour and content is not universally interpretted the same way by all rich text controls. :-((