This behavior can occur when you insert a Continuous section break into the same page in which you have inserted a footnote, and the section break appears after the footnote.
The new page is created to prevent footnotes (or endnotes) from two different sections of the document from being displayed on the same page.
The continuous section break is sometimes used to change the number of columns that appear on a single page. For example, the top half of a page may have one column while the bottom half of the page has two columns.
If you apply a footnote to the bottom of the first half of a page, and then use a Continuous section break to start a two-column section on the same page, Word automatically creates a second page for the two-column section.