No you are missing the point. I have 4 pages and the last page has an end paragraph marker. scroll down and you find a 5th page with nothing on it but a ¶ for example

<page 4 half of a page>
Yours sincerely XXX¶

<page 5>
¶

<this is a blank page with a solitary ¶>

If I would add to the letter in this case Yours sincerely XXX and it ran into a 5th page I would still have a 6th page with a solitary ¶

Hi-light the ¶ and try to delete and it refuses to delete. Add some text £$$%%^¶

now Hi-light the £$$%%^¶ and hay presto the line is deleted and the extra page is GONE.

This must be a Microsoft BUG in word. Why do I have to type some random text before deleting the line in order to delete the extra page.

This is no bug! However, if you would upload the document...or a portion thereof, someone could tell you more definitively.