They did (for the Text callout objects) because they wanted an ENTER to insert a line feed, rather than force the user to use a "soft return" (ie, SHIFT+ENTER).
So this means that to signal SketchUp that you are done with text entry,
you must double click the ENTER key, (Ie, carriage return on a blank line.)
I agree this is behavior is outside the norm. I would support some user settings in the Preferences dialog.
(I myself am more used to using the soft return for line feeds in multi-line text fields.)