How to insert row below selected row in Excel?

I don't have a solution for your "problem" other than an explanation of the aparent logic applied. Let's say you wan to insert a row so that row 5 becomes empty. Excel's logic says that you select the row where the blank row should appear. That is, row 5. Right-click,  Insert and the old row 5 shifts down. If you want the old row 5 to remain and insert a blank row below it, then simply select row 6 and then Insert.

The only occasion I'm aware of where Excel offers both the insert above and insert below option is when you work inside a structured table and select the last row of that table and then Insert.