This is not something you're doing wrong. It's a disagreement between what we users think of as a "text boundary" and what the Microsoft developers defined in the software as a "text boundary". You and I might call it a bug, but Microsoft says it's "by
design". Word 2013 uses a new page layout engine, and this change is one of the side effects.
I've heard unofficially that the old layout engine had code to combine the text boundaries of consecutive identically defined paragraphs into one box, and that the new engine doesn't have that code (whether that's to speed up the calculations or just because
somebody didn't think it was useful, I don't know). That explanation doesn't account for the fact that the old text boundary box went all the way to all four margins, even on a page that contains only one empty paragraph mark.