When the paragraph has a first-line indent, and the cursor is at the beginning of the line, pressing backspace removes the first-line indent. I would rather let it merge the current line with the previous, just like when the paragraph style defines no first-line indent. Is there a way to change this behavior?
This is a built-in feature to easily suppress what is added by several tools such as bullets or list numbering. I’m not aware of a way to disable it.
However, your question suggests that you type your document without displaying the formatting hints with View>Nonprinting Characters or Cntrl+F10. With this, you would have seen that your paragraph mark is still there. A second backspace would have merged your paragraphs.
When a paragraph begins with some “prefix” (indentation, bullet, list number, …), two backspaces are needed to merge paragraphs. The first one gets rid of the “prefix”, the second one merges.
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So the workaround is only to remove first-line indents from the paragraph style when working on the text, and put it back after edition is finished.
No, this would create more annoyance than benefit. Keep the indent in paragraph style if you need it. Just hit Backspace once or twice to merge paragraphs.
BTW, your remark should have been entered as a comment, not as an answer.