I imagine you have "don't add space between paragraphs of the same style" selected.

I am having the exact same issue and occurred to me this morning that's what it could be: turned off that setting and it worked. It appears that Word treats adjacent cells as part of the same paragraph?

I actually come onto this forum in order to see if there's something I can do about this, as my style contains that setting. I want it in general, but I don't think this would be desired behaviour for anyone.