Sometimes quotes are parts of paragraphs and shouldn't be separated from the rest of them by an empty line. But, if the quote is set in a smaller font size, with a concomitant smaller baselineskip, the latter rubs off on the preceding part of the paragraph.
\documentclass{article}
\usepackage{lipsum}
\usepackage{etoolbox}
\AtBeginEnvironment{quote}{\footnotesize}
\begin{document}
\lipsum[4]
\lipsum[1]
\begin{quote}
\lipsum[2]
\end{quote}
\lipsum[3]
\end{document}
What should I do to avoid this? (And why does it happen?)