It is probably an artifact of the specific workflow you are using. Despite Kindle claiming it now loads EPUB files, it's actually done through a conversion to an intermediate format that is neither documented nor completely reliable.
If your aim is an EPUB, proof it using a standard viewer like Thorium or Calibre readers. (Avoid others that are nonstandard, such as Apple or Adobe's.)
If your aim is a Kindle publication, use Kindle Previewer to proof the book.
But side-loading EPUB to Kindle causes many problems, odd breaks like the one you're seeing being the least of them.
— | Word & InDesign to Kindle & EPUB: a Pro Guide (Amazon)