I think there is no indication in the spec that every XHTML file should start in a new page/screen, but all readers I know behave like that.
Maybe some day some reader will show different files as a continuous flow (if indeed this is allowed by the spec), in that case one could always insert a pagebreak at the top of each file if wanted. Long texts with no divisions could be easily broken at paragraph boundaries for ease of handling. If there are no paragraphs... that's harder, and I'm afraid any device would choke eventually with such a text (note that Adobe-based readers already insert spurious pagebreaks in the middle of long paragraphs).
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