On further investigation, it appears that when I have Cell Margins > 0, the
shading stops on the bottom of the cell with the whitespace height equal to
the sum of the Top Margin + Bottom Margin. (eg. 0.04 Top + 0.04 Bottom =
0.08 whitespace at bottom of cell;  0.08 Top + 0.00 Bottom = 0.08 whitespace
at bottom of cell)

I have made sure that all margins are equal in the row of cells and have
also made sure that I am applying shading to the "Cell" and not just the
paragraph (as per previous posts on the issue).  Removing Cell Margins is
not an option.

-Scott