As Meikel suggests, it looks like you have paredit.vim installed. The
behavior you're seeing is it's "electric return" feature. As you type
closing parens, the extra line-feeds will be removed. It takes some
getting used to, but I kind of like it.
You can turn off this behavior either by removing paredit.vim, or just
disabling it in vimrc:
let g:paredit_mode = 0
Cheers,
Dave