GoAnywhere will not add a blank line or empty record at the end of the file, so the blank/empty record is coming from somewhere. To find out, you can use a (temporary) print statement to write each record to the log or to a test file, then look there for the blanks.
Setting the project to a debug log level may also help.
If you would like to send us your project XML, then we might be able to be more specific. Also, include the debug job log. email@example.com