The following examples show that a newline is added to a here-string.
Why is this done?
xxd -p <<<'a' # output: 610a xxd -p <<<'a ' # output: 610a0a
The easy answer is because ksh is written that way (and bash is compatible). But there's a reason for that design choice.
Most commands expect text input. In the unix world, a text file consists of a sequence of lines, each ending in a newline. So in most cases a final newline is required. An especially common case is to grab the output of a command with a command susbtitution, process it in some way, then pass it to another command. The command susbtitution strips final newlines;
Bash and ksh can't manipulate binary data anyway (it can't cope with null characters), so it's not surprising that their facilities are geared towards text data.
I think that's the only way to get a newline at the end of a here-string, proof:
It would appear that the here-string operator strips newlines unless they are given in the syntax you submitted.