In a non-facing pages document (of some 80 pages) governed by a two pages master (I don't see how otherwise smart text reflow can be engaged), the applied paragraph style has the Hyphenate Across Column" option unchecked. However, InDesign hyphenates across page breaks. Why, and what to do about it?
(InDesign CS5 / Mac)
1. Do you have widow/orphan protection enabled with Keep Settings, and is the last line pushed over to the next page because of this?
(InDesign works in this order: i) prevent last line on the page from breaking; ii) honor Keep settings.)
2. Is there something 'below' the last line, such as a footnote?
(InDesign does not consider what you and I think of as "the last line" if there is a footnote on that same page. Actually I don't know if your setting is honoured to footnotes; maybe it should be applied to both!)
1. No. (You refer to: Paragraph Style Options / Keep Options / Keep with Previous // Keep Lines Together, right?)
2. Yes, footnotes. And actually, ID hyphenates both across page breaks, where it's supposed to hyphenate neither.
I knew it had to be one of those
Unfortunately, it doesn't work in that case; and yes, you may consider it a bug.
(Even more unfortunately, I was going to answer the same even if it turned out to be the other one!)