The section definition for any section is contained in the section mark at the end of the section, not the beginning. The last paragraph mark in a document is also the last section mark. So in a 5-section document when you delete the third section mark, you delete the section definition for section 3 and it becomes a part of section 4.

The section definition includes headers and footers, margins and orientation.

Sections / Headers and Footers in Microsoft Word 2007-2013