"Nobody can change how Word works" yes, I get that. The question is pretty clear, though, isn't it? Can you stop Word adding a paragraph break every time you ask it to add a page break? The answer, it would seem, is "no".

My solution, after a night's sleeping on it: Use "Replace" to replace every paragraph-break-followed-by-a-page-break (^p^m) with just a page break (^m). Job done.