Remove underline with Ctrl+U from one of the lines.
Move cursor with arrow key up to the underlined line.
The line you removed the formatting from vanishes.
This happens a lot with quotes/replies too. It's infuriating. All of this text was originally written in Notepad++ and then copy & pasted over to this editor for formatting. I do that because I can be typing and the cursor will magically jump around. By writing in Notepad++ I only have to deal with jumping while formatting.
Edit: Hey look - I used the WYSIWYG editor's button for "Horizontal line" and the page formatting here ignores it! :|
When I attempted to paste a URL it did two things: