On Windows, the end of the line is CR-LF. On Unix, end of line is CR.
In the first example, you are using CR-CR. I think SQL Server interprets those that are the end of a Unix-style string and gives two spaces.
Windows, CR-LF-CR-LF. Windows, .
- CR-CR-LF. , -, Windows, CR.
CR-LF 
, .