Hi Alex. This is actually a backstage option. Check your MapBasic options settings (Pro \ Options \ Window \ MapBasic)
Check [Enter Key Executes command]
With this checked, [Enter] executes the line on which the cursor is positioned (same as "run command" on the context menu), while [Ctrl+Enter] should insert a nl/cr at the position of the cursor in the MB window, without executing the statement on the line itself.