It happens no matter it's separated by hard page break, by option "page break before" or just by natural page break; it also doesn't matter what the style of content before these heading is. The before spacing of my heading on second page just disappeared, I find no way to bring it back. And, it only happens starting from 2nd page.
I know there are already a lot of topics about this in the Internet, but all of them were talking about very old version and some of options they mentioned are gone (like "Don't use HTML paragraph auto spacing", "Suppress extra line spacing at top of page", etc.). According to this question, this should be a bug and is supposed to be fixed in Word 2013. How every I still encounter this (showing hard page break):
As you can see I use 34pt before spacing for heading 1 to emphasis.