There is more than one character that can be used as a "return character". My guess is that some of your "returns" are one character and the others are a different character. In MS Word, for example, pressing the Enter (return on a Mac) key inserts on character and holding down the shift key while pressing enter inserts a different character. FileMaker then interprets the one character as a "Field" or "Record" separator and not the other.
You may want to click the ¶ button in MS Word and examine the data you want to import there to see if you see different symbols used for the invisible "return" characters.
Thanks for the quick response. I think I finally figured it out myself. It simply has to do with how you encode the files in MS word. If you don't pay attention there, the individual lines get encased with quotation marks and separated by commas, and FMP does what it is supposed to do and interprets this exactly as it is supposed to do.