Well... I can tell you that it's fixed in Word 2003. Not exactly a
workaround...
But, this is. Before saving the file, press Ctrl+H (Find/Replace). Put ^p
into both the Find and Replace fields, and choose Replace All.
Ostensibly, this just changes paragraph markers into paragraph markers. What
it actually does, however, is replace the faulty paragraph markers with good
one. So, when you close/reopen the file, you should no longer have double
<CR>s at those locations.
You can record the Find/Replace operation to a macro, and save it to a
keystroke or a tool bar item, etc. to make it easier to do.