I did notice there is a short border for the footnote, but it is WAY above the footnote text (just below the end of the TextPara3 2nd part that contains the footnote reference).
Could it be something is driving the footnote to way overspace this line, forcing it to take up room on the page and cause this page break?
If so, I do not know what it could be: the footnote paragraph style settings don't show anything weird, they don't even show any border (there is a Format/Frame.. menu option if I try to modify the style, but that doesn't bring up any menu; not sure what that one is for).