Why is there a blank margin under the last block?

The css you can add to remove it this is: 

section.blocks-lesson { 
    padding-bottom: 0; 
}

You can just add this to your output hen you publish.

Check out Mighty Chrome Extension > Custom Code if you want something to maintain that css for you and not have to figure out where/how to add it. 

Hope that helps

Yes, it's always there and there are no settings in Rise to remove it.