As Charles pointed out, there are two types of spacing: spacing within the lines of a paragraph (= Line Spacing) and the spacing between paragraphs (= Spacing Before/Spacing After).

In this case, make sure that you set the Spacing Before = Spacing After = zero.

Note that "Single" Line Spacing is defined by the font you are using. For more control, you can set a fixed value. Choose the "Exactly" option for Line Spacing. Some trial and error may be required to find the appropriate value.

__________________
Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional