Neither html nor pdfLaTeX allow you to do line breaks that way. Try
If you look at
you will see a list of the display constants that can be used in WeBWorK problems.
You should use these since they give the correct output on the screen (html), on hard copy (pdflatex), and (previously) on other no longer used methods. Further, if in the future WeBWorK uses a new output method, the developers will only have to modify the macros (e.g. $BR) and all problems using $BR will work properly in the new output method.