I wouldn't call that a problem per-se. It draws a cursor where there it text to draw one. This makes sense to me as I can edit a column of values and not pick up already empty columns.

To do what you want I'd just multi-cursor the start of all the lines and hit end. Usually ctrl+arrow over word boundaries gets anywhere I need after that.

Anything fancier still I've just written a regex instead.

Could certainly be a preference option to enable blank lines on multiple cursors. it would have to fill the white space.