I know in the scheme of things, this is a relatively minor gripe, but in a large document it is still annoying.
However, there is a simple way in Word to remove blank lines.
Using the Find and Replace tool, in the Find what box type
^p^p and in the Replace with box type
^p; hit Replace All and all double line breaks will be replaced with single line ones:
To my eyes this makes the document far more readable which is important for a large one.