Hey there @mayank29gupta,
I did some testing on my end and added a customer note to an order that consisted of two lines. When I check the resulting email, it shows up on separate lines:

Link to image: https://d.pr/i/BioL7Z
Formatting (including line breaks) can be stripped from the customer note when HTML emails aren’t enabled. Can you please confirm that under <b>WooCommerce > Settings > Emails</b>, the emails are set to use HTML?
If that doesn’t solve things for you, can you please share a screenshot of an example order note, and the resulting email so that I can see the difference?