Using the enter key creates a <p>, using shift enter creates a br
In the grand scheme usually its desireable to have some padding or margins on p elements so we wouldn't typically remove it from all p elements.
We just don't want it to affect the layout of the image but the extra p that fckeditor wraps around the img by default is problmatic. Its not needed and it affects the layout of the img. If you remove the p that surrrounds the img using source view and you save without switching back to wysiwyg view its possible to get rid of the p, but then that becomes a user training issue. If we could find a way to fix this behavior in fckeditor it would be better all the way around, but its not an easy thing t figure out how to fix it.