The screenshot you're posting is very different from the example code. I see the tic marks are there - do these navigate between the correct chapter points?
If that screenshot is from the original ePub then I can only think of a couple explanations. One is that for some reason you converted to htmlz first, and then for some reason had 'do not split on page breaks' enabled for the conversion to mobi.
The other is that perhaps your css has a page-break-before:avoid style attached to '<div class="generated-style" id="how-not-to-kill-your-husband">' - I'm not sure what Calibre would do in that instance, but it's possible it wouldn't insert the mobipocket page break marker. Check the css in the original ePub.
If neither of the above is true then maybe there is some bug associated with this ebook, open a bug on the bugtracker -
https://bugs.launchpad.net/calibre