I don't seen anything different like below picture.
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Viewing two example files in TextEdit there is indeed no difference:
On the left side
Rich Text and on the right side
Keyboard Layout: de-de
Viewing the same files with
TextWrangler ("showing invisibles" enabled) the differences are revealed:
Viewing only the text file with
TextWrangler ("hiding invisibles" enabled):
the same file in HexFiend:
Return and OptionReturn insert 0x0A (New Line) and ControlReturn inserts 0xE2 0x80 0xA8 (Code Point Value: 2028, Unicode Name: Line Separator)
The difference is visible here:
Inserting a lot of qs the whole second sequence of
abcdefghijklmnop in the third line breaks to a "new line", while the same sequence in the second line continuously flows to a "new line".