I see this happen now and then, and assuming you haven't enabled any of the functions that Kovid mentioned there is usually something in the CSS or book styles that cause Calibre to split the file at those breaks - i.e. the breaks were already there, but whatever source format you were using didn't render the breaks (most computer based viewers ignore them).
The simplest solution is to fix the source before converting in Calibre - it's a real pain to re-merge the chapters manually in Sigil. If the issue in source is in CSS then just fix the css beforehand - remove the page-break rule on the offending class. If it's actually embedded in the book source as an inline style you can use search/replace to remove the style.