The Whitespace > "Empty lines between statements" option doesn't appear to consider BEGIN/END as separate statements from the code between them, resulting in formatting like:

WHILE @@ROWCOUNT > 20
BEGIN
IF @BusinessEntityID > 0
DELETE FROM HumanResources.Employee_Temporal
WHERE BusinessEntityID = @BusinessEntityID;
ELSE
BREAK;

IF @OldId < 2000
RETURN @OldId;
END;

Please modify the behavior or provide another option such that the following result can be achieved:

WHILE @@ROWCOUNT > 20
BEGIN

IF @BusinessEntityID > 0
DELETE FROM HumanResources.Employee_Temporal
WHERE BusinessEntityID = @BusinessEntityID;
ELSE
BREAK;

IF @OldId < 2000
RETURN @OldId;

END;