You’re looking at rule above. There’s a dropdown there for rule below.
Have you checked that the paragraph rule is not "Rule Below"? Rule above is switched off, but Rule below may well be on. Select it in the popup shown in your screenshot.
And the best place to do this is in the Paragraph Style definition dialog so you don't have to keep overriding the rule to turn it off...
Ah, perfect. Thank you for that.