I don't know about the problem, it may have been just a rare problem (BWT you do NOT need to select, it operate on the entire file but you need to save after the conversion).

Once the EOL are fixed if you use only a good text editor it should preserve EOL as they are and it should NOT create empty lines in the first place.
Notepad++ always preserve EOL as they are, it will change them only if you request it.