Sending a newline to the browser has a specific meaning. It means new line, whether you are sending CrLf, Lf, or Cr shouldn't matter much. Most browsers are made so they treat all 3 possibilities as a "new line" indication. A Unix server may send Lf, a Mac may send Cr - the browser can't be picky.
Truth is, to create a logical newline you're supposed to use the vbNewline constant, which varies with the platform it is used on and sends the "native newline" for that platform. For Windows that'd be CrLf.
But this doesn't mean "display the following text on a new line" in HTML. HTML rendering doesn't pay (much) attention to newline symbols. The line break markup tag <B> has a separate specific meaning to the browser entirely, involving presentation. This is one way that content can be forced to render on a "new line." Within the body text a newline really gets treated as simple whitespace, like a space character.
One reason all this makes a difference is that newline is important in any client script you send to the browser.
Imagine you want to send the browser some VBScript or Javascript. In these languages, line breaks are significant to indicate the end of a statement for simple single-line statements:
[tt]<script language=vbscript>
Dim X
Dim Y
X = 12 + 3
Y = 47
</script>[/tt]
VBScript needs those newlines at the end of each line. If ASP changed all newlines to <B> you'd have syntax errors.
I hope that makes sense.