That's because C-J IS ANSI Carriage Return. It's basically the absence of any special treatment.

In fact, without some fairly new (and poorly supported) extensions, it's impossible for an application running in a terminal to distinguish between ^J and a "real" press of the return key. The same goes for tab vs. ^I, Esc vs. ^[, and so on.

You meant ASCII Line Feed, ne?

Yes, shame on me. Should have conducted ascii(7) before making bold statements.

       Oct   Dec   Hex   Char                        Oct   Dec   Hex   Char
       ────────────────────────────────────────────────────────────────────────
       000   0     00    NUL '\0' (null character)   100   64    40    @
       001   1     01    SOH (start of heading)      101   65    41    A
       002   2     02    STX (start of text)         102   66    42    B
       003   3     03    ETX (end of text)           103   67    43    C
       004   4     04    EOT (end of transmission)   104   68    44    D
       005   5     05    ENQ (enquiry)               105   69    45    E
       006   6     06    ACK (acknowledge)           106   70    46    F
       007   7     07    BEL '\a' (bell)             107   71    47    G
       010   8     08    BS  '\b' (backspace)        110   72    48    H
       011   9     09    HT  '\t' (horizontal tab)   111   73    49    I
       012   10    0A    LF  '\n' (new line)         112   74    4A    J
       013   11    0B    VT  '\v' (vertical tab)     113   75    4B    K
       014   12    0C    FF  '\f' (form feed)        114   76    4C    L
       015   13    0D    CR  '\r' (carriage ret)     115   77    4D    M