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When outputting a checkboxes field using a Single Field block there is an option to specify the separator to use between values (a comma by default).
With legacy Views it is possible to use HTML tags such as <br> in the separator, but with Blocks this breaks and nothing is output.
The only workaround at the moment is to insert the checkbox field via shortcode rather than using the Single Field block.
Try using a Classic block where there is a Fields and Views button available (the Toolset icon), which will insert the shortcode correctly.