That's because PDF's can be generated in many ways from a number of software and online apps. Each of these is treating lines of text differently, so you can never tell how text is actually enclosed until you try to copy paste it from PDF back to InDesign.
InDesign-exported PDF's however will generally keep the spaces at the end of each line so you dont have to worry about a paragraph return being inserted after each line. To make 100% sure, chech the
Create Tagged PDF checkbox when you export a PDF from InDesign. Personally i will always check this box and include it in any presets i am using. More details about this option here.
If you do run into a badly-exported PDF and need to clean up the trailing paragraph returns after each line of text, the quickest option is Find/Replace. Type
^p in the
Find what field and put a blank space in the
Change to field. Select either
Selection below depending on your situation and this should clean up your text.