One last thing–this property affects only the current document. You must select the paragraphs and uncheck the Don’t Add Space… option first. When this option enabled, you can’t use the Spacing option in the Paragraph group on the Page Layout tab.
In addition, if you copy several paragraphs that contain spacing, that spacing will remain intact. To remove the space between existing paragraphs, you must select the text first. The change will be apparent in any new content, it will not affect existing content.
HOW TO REMOVE SPACES BETWEEN WORDS ON WHOLE DOCUMENT HOW TO
How to remove the spacing between paragraphs