Somehow, you seem to have a keyboard shortcut for what is called the Style separator, a command listed only in the "All commands" list in Word options/Customize for the Quick Access Toolbar. It allows you to include two or more Paragraph Styles in a single paragraph without introducing inherent instability.

Most people never learn about it, much less use it properly. It's a bit tricky, and a pain if anyone not familiar with it is going to be editing or formatting the document. You can either look it up, or change your keyboard shortcut.