What format are you starting with? That doesn't happen if you start from a modern, flowed (kf8) format with proper markup. Calibre tends to preserve all markup. It might add some trivial css fixups in some cases, but usually that's only when tags it thinks are important have no associated css already.
There are two reasons I can think of for why you'd get broken paragraph separation. First, the markup in the kindle version (if it's old style mobi, or really badly generated kf8) could be broken, so when calibre tries to split into multiple files to prevent single (x)html files from being too big, it can't tell where paragraphs are so it might split in the middle of a paragraph.
Second, you might be converting a pdf or azw4 (essentially a pdf) to epub, in which case you'll get paragraph breaks across pages. You shouldn't convert those formats to epub without extensive editing.
There are two reasons I can think of for why you'd get broken paragraph separation. First, the markup in the kindle version (if it's old style mobi, or really badly generated kf8) could be broken, so when calibre tries to split into multiple files to prevent single (x)html files from being too big, it can't tell where paragraphs are so it might split in the middle of a paragraph.
Second, you might be converting a pdf or azw4 (essentially a pdf) to epub, in which case you'll get paragraph breaks across pages. You shouldn't convert those formats to epub without extensive editing.