How-To:
Save this two macros (the CODE below) as text file with jsee extension in the EmEditor folder.
Then execute them one time from menu Macros > Select…
Next you can assign an shortcut to them via Help > Keyboard Map… ( search for “jump”, right click the macro, choose “Properties”, assign an Shortcut Key)

CODE:
JumpToNextBlankLineAbove.jsee (Ctrl+Shift+Arrow-Up)
document.selection.Find("(^$|^\\s*?$)",eeFindPrevious | eeFindReplaceRegExp);
JumpToNextBlankLineBelow.jsee (Ctrl+Shift+Arrow-Down)
document.selection.Find("(^$|^\\s*?$)",eeFindNext | eeFindReplaceRegExp);

..

That macro will regex search and goto lines which are empty or contain whitespace chars only (non-greedy), whatever cones first.

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Extra Tip:
If you enable “Selection Mode” (read help about “F8” key) afore to executing this macro,
you can use this to select paragraph-wise. (press ESC key to cancel selection mode after you’re done)

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HTH?