It's actually not that. Spacing a header equally between preceding and following paragraphs can work fine. There's an obvious association with the following paragraph, because headers are expected to come before content, and so you don't need to imply that association visually.

In this case, the header is closer to the preceding paragraph (~15px) than to the following paragraph (~19px). It's visually implying a connection that doesn't exist, which is why it's problematic.