When you download an .srt file all the information is there, but when you look at the file with the default text editor (in Windows this is Notepad) the formatting leaves a little to be desired.
Humans like a little more white space
To get your time coded caption file to look like the 2nd example, simply open the .srt file with Microsoft Word and it will automatically generate this format.
The technical reason for this is the fact that there are two characters, historically, that have been used to connote a new line. Line Feed and Carriage Return.
Line Feed – LF – \n – 0x0a – 10 (decimal)
Carriage Return – CR – \r – 0x0D – 13 (decimal)
Different operating systems have a different way of understanding new line. MacOS understands ‘\n’ as new line since the introduction of OS X (\r prior to that), while Unix and Linux has always used ‘\n’ as new line character. Windows needs both the characters together to interpret as new line, which is ‘\r\n’.
The .srt standard uses \r for a new line so you need to read the file using an application that understands that \r (in this case) means the same as \r\n.