This is a sentence highlighted using the option under the Formats button.  You can only use this for a single sentence or paragraph.
If you try to highlight separate sentence or paragraphs using the option under the Formats button it splits them into two.
Like this.

So if you have two or more separate paragraphs but you want them all to be highlighted in one block, you have to use the 'Highlight selected text' box in the RTE.

Like this.