Why does InDesign create widows when you split a paragraph?

Take a look at the two screen grabs. In this first one the price £48.25 fits at the end of the fourth line.
But I want to split the paragraph at that point. Look what happens when I do:
Why does it do that? As you see from the first example, the type will fit happily on the line above with the same hyphenation and justification settings. Why should splitting the paragraph make a difference?
This feature enrages every production journalist on my UK national newspaper every working day of our lives. We don't like to put minus tracking on text and the only other way I know to counteract this effect is to reduce the word space values in the justification settings for the affected paragraph (we're working in Single Line Composer, by the way – Paragraph Composer makes it even worse). Sometimes even that doesn't work without everything looking too squished. If we can't edit the text to solve the issue (and why should we if we're otherwise happy with it?) then we have to construct a fake new paragraph using fixed spaces for the indent and baseline shift to create the 1pt space we insert between pars.
The font in this example is Corporate E Bold, in case that has any bearing.
Is there any other way round this, some mystical unknown setting that turns it off? If not, was it ever fixed in later versions of InDesign? My company uses CS3 and is not likely to update it for many years.
Thanks

Because it uses paragraph composing to adjust for the best possible spacing within a line calculated on other lines here is how it works there are two types
Adobe Single Line Composer
and
Adobe Paragraph Composer
Paragraph composer is the default - and here's the rules on how both work:
Adobe Single-Line Composer.
Some programs use single-line composition to flow text. It goes line by line through a paragraph and sets each line as well as possible using the  hyphenation & justification settings. When you modify the spacing of one line then the lines above and below that are not taken into consideration. If you adjust the space within a line it can cause poor spacing on the next line, which as they say in the business - tough luck.
When you use Adobe Single-Line Composer, the following rules apply:
Adjusting word spacing is preferred over hyphenation.
Hyphenation is preferred over glyph spacing.
If spacing must be adjusted, removing a space is preferred over adding a space.
Adobe Paragraph Composer
Adobe Paragraph Composer (which was called the Multi-Line Composer in previous versions) is turned on by default. It takes a broader approach to composition by taking the entire paragraph compoistion in one go. If you have a poorly spaced line it can be fixed by adjusting the spacing in the previous lines, so that the Paragraph Composer reflows the previous line.
The Paragraph Composer is has the following rules:
The evenness of letter spacing and word spacing is the given the highest priority. The possible breakpoints is determined by how much they cause word and letter spacing to vary from the desired settings.
Uneven spacing is preferred to hyphenation. A breakpoint that does not need a hyphenation is preferred over one that does.
All possible breakpoints are ranked, and good breakpoints are preferred over bad ones.
The paragraph composer is more sophisticated than the single-line option, offering generally better overall spacing because it sacrifices optimal spacing a bit on one line to prevent really bad spacing on another, something the single-line method does not do.
There is one frustration in dealing with the paragraph composer: When you try to edit text or play with tracking to get rid of an orphan or widow, the paragraph composer keeps adjusting the text across several lines, often counteracting your nips and tucks. The single-line composer doesn’t do that.

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