I have just looked for you for the past couple of minutes and been experimenting.
It looks like whilst you have the option to manually show various characters, a line break comes under "Show all formatting marks" which unfortunately for you means that you also see every other mark.
Whenever you delete a section break, the section before that break takes on the page layout of the section after that break. So when you delete that Continuous break the break before will always change to a Continuous break. You then just go into the page layout and change it back to Next Page.
Best Answer
Place your mouse pointer exactly on the separator line and double click. This toggles the display of white space between pages.