The GREP character . (dot) does not match after footnote markers. In this text (where [1] is a footnote marker):

Footnotes are so called[1] because they are at the foot of the page.

The GREP expression to match a whole paragraph matches up to and including the footnote marker, but not after.

Steps to reproduce:

1. Run this GREP query (I can't attach .indd, .idml, or .zip files, so you'll have to create your own document):

^.+

Actual result:

The fragment "Footnotes are so called[1]" is matched.

Expected result:

The whole paragraph should be matched.