Here is test program:
=========
#include <glib.h>
#include <assert.h>

int main() {
	GKeyFile *kfini = g_key_file_new();

	assert(g_key_file_load_from_file(kfini, "ini_orig", G_KEY_FILE_KEEP_COMMENTS, NULL));

	g_key_file_set_integer(kfini, "Group1", "key2", 0);
	assert(g_key_file_remove_key(kfini, "Group1", "key2", NULL));

	gsize len;
	gchar *data = g_key_file_to_data(kfini, &len, NULL);
	assert(data != NULL && len != 0);
	assert(g_file_set_contents("ini_new", data, len, NULL));
	g_free(data);

	g_key_file_free(kfini);
	return 0;
}
=========
Here is test ini_orig file:
=========

[Group1]
key1=value1

[Group2]
key1=value1

=========
And after run ./test_program blank line adds at the end of [Group1]:
=========
$ diff -u ini_orig init_new
--- ini_orig
+++ ini_new
@@ -2,6 +2,7 @@
 [Group1]
 key1=value1
 
+
 [Group2]
 key1=value1
 
=========
I found this problem in these applications using GKeyFile:
mc after work ending, ini-file '.config/mc/ini', groups '[Midnight-Commander]' and '[Layout]'
evince after printing some document, ini-file '.config/evince/print-settings', group '[Print Settings]'