There seems to be a bug with the Heading element when adding in new breaks (br) tags using the on-page editor, but when clicking outside of the Heading element it removes them all. Video included which shows the issue better too.
With only one linebreak it should actually work, have you tested that too?
However, if you insert several in a row, the second, third, etc. will not be captured. We will see what we can do about it.