Empty lines in a Word document are in fact more than one paragraph mark connected, and are too inefficient with the usual manual deletion method.
A quick way to do this is to help word's replacement quickly remove these blank lines.
Select edit → replace, open find and replace, and position the cursor in the Find what text box. Click Advanced to select paragraph marks two times in special characters, which appears as ^p^p in the text box. In the Replace with text box, insert a paragraph mark in the previous method, ^p, and then click Replace All to delete the blank line of the single line. Repeat the above method until all the blank lines are deleted.