I take it you mean something like this:
Code:
4| <p>some text</p>
5|
6| <p>some other text</p>
Where the blue text is the linenumber from the margin, and not actual included characters. You are saying the line number 5, is blank.
If the file is correctly marked up and these lines are not included in tags which regard them, those should not result in any problems - they just help to make it easier to read (or so people think - I personally don't care for them).
Sigil will insert them between paragraphs and such quite often - this does seem to add blank lines to tags like <pre> but hmmm, nothing worth worrying about if you cant see visible problems caused by them.