If my understanding is correct, enter by default starts a new paragraph (<p>…</p> in HTML). Holding shift makes it add a line break (<br> in HTML).
I think maybe Thunderbird has a plain text mode where this doesn’t happen, but it’s been a while since I last used it, so I could be completely wrong.
Ah that would make sense I suppose as it's sending HTML by default.
It does have a plain text mode!
Thunderbird does have a plain text mode, and you set it to be the default. Nice thing about TB is that defaulting to plain text doesn't lock you into plain text like a lot of other editors out there--If you add any formatting it silently switches you to HTML email.