<br> needs to be followed by empty line?

The display of the following two are different. Is that intentional?

This one displays three stars

<br>
* * *

This one displays horizontal line

<br>

* * *

Yep, see here

Other markdown renderers do not have problems to handle the < br> without empty line.
So the question remains: is this a limitation of Joplin’s renderer or a bug?

It’s a bug but not with Joplin, it’s with the renderer that Joplin uses (I haven’t read the markdown spec in detail so I could be wrong). So I guess this would be classified as a limitation of the renderer.