How to Fix WordPress Export New Line

Add this to your functions.php before exporting posts. It will run the content through the same wpautop() function that’s used to display posts.

function codelight_content_export($content) {
     return wpautop($content);
}
add_filter('the_content_export', 'codelight_content_export', 999);

Note that you may want to do the same for your excerpts, in which case you should use the_excerpt_export filter.

Reference: https://codelight.eu/exporting-wordpress-posts-and-pages-with-paragraph-tags-included/