navigation bar doesn't appear correctly, through php echo

I'm sitting here in front of a problem, which is very unknown for me.

When I use normal HTML-Code everything works. When I use a php-echo, my navigation bar doesn't look normally.

The bar is supposed to look like this (here with normal HTML CODE):

http://ift.tt/1IOslxH

and with php-echo it looks like this:

http://ift.tt/1IOsktB

and that's the code snip with HTML:

<div class="naviBar">
        <ul id="mainNavi">

            <li><a href='index.php'>index</a></li>
            <li><a href='index.php'>index</a></li>
            <li><a href='index.php'>index</a></li>

        </ul>
    </div>

and here with PHP-ECHOs:

<div class="naviBar">
        <ul id="mainNavi">
            <?php
            echo "<li><a href='index.php'>index</a></li>";
            echo "<li><a href='index.php'>index</a></li>";
            echo "<li><a href='index.php'>index</a></li>";
           ?>
        </ul>
</div>

So after almost an hour I found the "error" and found a solution:

Instead of just echo, I used "\n" in the end of the line, like this:

   echo "<li><a href='index.php'>index</a></li>\n";  

Why does it work here and not with normal echos? It is the first time I ever had this problem... What is wrong here?

I hope this code-snip is enough for now, if it isn't I'll add more of the code.

Thanks!