If you insert a manual page break in a table, it will be split, with an
empty paragraph above the first row on the second page. Since the table is
split, you also lose repeating headings. To avoid this, you can use the
"Page break before" property on the row you want to go to the next page.
This doesn't split the table, and repeating headings are retained.
That said, this may not be the problem at issue. I have seen (in Word 2003)
tables that were split by an empty paragraph that would not join even when
the intervening paragraph was deleted. In some cases this was due to one or
both of the tables being wrapped or rows in the middle of the table being
tagged as heading rows or some other problem (such as nested tables), but in
at least one other case I abandoned the troubleshooting for lack of time and
just used a workaround.
For starters, however, select each piece of the table in turn and go to
Table Properties: Table and make sure wrapping is set to None. Then select
the entire table and disable "Heading rows repeat" (you can reestablish your
desired heading row(s) once you get the problem sorted). If none of this is
helpful, then perhaps nesting is at issue. If worse comes to worst, you can
convert the table to text and back to a table. Or perhaps someone else will
have some ideas.