It may *look* like there is nothing there in the source document, but calibre didn't create it out of thin air.
I wonder if it is a zero-width space, or hyphen?

Difficult to see that just by looking

but there would be an extra character in the raw text.
P.S. "kindle" is not very explanatory, it would be helpful to know which exact model. Check here:
Kindle Serial Numbers and update your info block.
If you have the KK, then the latest firmware update supports AZW3 -- much more capable than MOBI, and allows embedding fonts.