As mentioned by one of our customers in BSERV-10334, Markdown syntax guide of Bitbucket Server 5.6 still says:

Paragraphs are separated by empty lines. Within a paragraph it's possible to have a line break,
simply press <return> for a new line.

For example,
like this.

Actual behaviour

Simply pressing <return> will create a soft line break but doesn't start a new paragraph. A user should press <return> twice to start a new paragraph.