Sometimes, we'll want to limit our paragraphs to one key notion and then break before moving on to the next notion. But other times, it's better to keep two contrasting notions in the same paragraph.
Now she had got a start, and she went on and told me all about the good place. She said all a body would have to do there was to go around all day long with a harp and sing, forever and ever. So I didn't think much of it. But I never said so. I asked her if she reckoned Tom Sawyer would go there, and she said not by a considerable sight. I was glad about that, because I wanted him and me to be together.
~Mark Twain, The Adventures of Huckleberry Finn
The trend these days is to break the narrative into smaller, bite-sized paragraphs. More white space on the page means a faster-paced narrative, or so the theory goes. In Twain's paragraph, the first part recounts the Widow's notions of heaven, and the second part reveals Huck's personal response to that. These are two discrete ideas (albeit with one common theme), and a modern paragrapher might want to break them apart.
That would probably be a mistake. One of the hallmarks of comedy writing is setting up unexpected contrasts (between the Widow's happy view of heaven and Huck's scorn of the place she describes) or by leading us into unanticipated twists on common notions (a description of the wonders of heaven leads to Huck's sincere hope that he and his friend will avoid the place). The skilled comedy writer toys with our expectations and assumptions, and one of the ways to accomplish that is by putting unalike things right next to each other. The Widow longs for heaven. Huck does not. And that's the source of the comedy here.
If this were a standard joke with a punch line, the writer might want that punch line offset in its own paragraph as a way of highlighting it. But that's because punch lines are dramatic conclusions, carefully built up word by word over the course of the joke.
Twain's comedy in this paragraph is not of the punchline variety. Because the humor exists in the strength of the contrast between the two characters, running them right up against each other in the same paragraph heightens the comic impact.