It isnt just how Markdown works either, its how HTML works too: Text is grouped in paragraphs there too, not in lines or statements. Of course there is options to force a line break for when its necessary. But most text reads better as paragraphs. And most people overuse manual line breaks.
I much prefer combining sentences by default.
It's natural to put a blank line between paragraphs, and Markdown was designed to make the natural thing render decently.
You can put things on separate lines if you want, and it'll always read nicely.
But definitely break things up into paragraphs if it makes sense.