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It's confusing.
There's a specific annex UAX #14 which defines "Line Breaking Properties".
Some properties are defines as "Mandatory Line Breaks (non-tailorable)":
 BK, CR, LF, NL
And the resulting list is different:
 CAT BIDI BRK
------------------------------------------------------------------------000A LF LINE FEED Cc B LF
000B VT LINE TABULATION Cc S BK (since Unicode 5.0) 
000C FF FORM FEED Cc WS BK
000D CR CARRIAGE RETURN Cc B CR
0085 NEL NEXT LINE Cc B NL (C1 Control Code)
2028 LS LINE SEPARATOR Zl WS BK
2029 PS PARAGRAPH SEPARATOR Zp B BK
------------------------------------------------------------------------
Differences:
 - VT and FF are mandatory breaks (even if "implementations are not
 required to support the VT character")
 - FS, GS, US are combined marks (CM): "Prohibit a line break between
 the character and the preceding character"
According to this Annex, the current splitlines() implementation violates the Unicode standard.
References:
 - Unicode Standard Annex #14 - Line Breaking Algorithm
 http://www.unicode.org/reports/tr14/
 - UCD LineBreak.txt
 http://www.unicode.org/Public/5.2.0/ucd/LineBreak.txt