This is
not the product off Word's footnote feature. It was created by another program or by editing footnotes after they were entered.
- The text is in the normal style rather than the footnote text style.
- The number is in the normal style rather than the footnote reference style.
- The "line break" is a page break which does not work as a page break because it is the footnote story of the document. You can place the insertion point just before it and delete it or after it (next line) and backspace. The tab character can also be deleted.
The second footnote in the screenshot was entered using Insert Footnote.
If I were editing this I would recreate each footnote using the Insert Footnote feature.