When you say it turns blue, would you describe it as a sort of "flash" that encompasses the whole line? Something that looks like this:
If so, that's the "flash selection" command, which can be triggering in NWP directly using the menu Edit > Select > Flash Selection
, or by pressing the Enter key (as opposed to the Return key). It sounds like Splashtop is confusing those two keys.
Mark is correct that when comparing NWP to other text applications it's best to use TextEdit, because we share the same underlying text engine (Apple's "Cocoa" text system). Though in this case TextEdit has no such flash, because it's something we added to NWP. In TextEdit the Enter key does exactly the same as the Return key: it adds a newline.