There's no need to drag, but you must be able to "see" the empty paragraphs and distinguish them from spacing set by Table>Properties.
Enable View>Formatting Marks. Paragraph marks are now displayed as "pilcrows" (mirrored Ps).
Put the cursor in an empty paragraph and press Del.
If space remains between your tables, check Table>Properties, Table tab for spacing setting. Check also Text Flow tab as suggested by @Mike Kaganski.