Hi! I think you will find the answers here:
Style.NoSpaceBetweenParagraphsOfSameStyle Always Returning False?
and
NoSpaceBetweenParagraphsOfSameStyle

Using Graham Mayor's advice, I've slightly changed your code and it seems to work:

Sub NoSpaceBetweenPar()
Dim aRng As range, iType As Integer
Dim Para As Paragraph

On Error GoTo Leave 'if no footnotes
For iType = 1 To 2
Set aRng = ActiveDocument.StoryRanges(iType)
For Each Para In aRng.Paragraphs
Para.Style.NoSpaceBetweenParagraphsOfSameStyle = False
Next Para
Next iType
Leave:
End Sub