It sounds like your footnote reference markers are superscript (for example, tagged <sup>1</sup>. This means that they are raised above the normal baseline on which text rests. And since there is not enough space between lines (leading) to prevent the superscripts from crashing into the text above, Kindle adds space between the lines. You should open your files in an editor and clean out the <sup> tags. I do this and replace them with brackets to mark them as different from the rest of the text.
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