This is a bug, it only effects cfdocument saved in memory, it does not effect cfdocuments that are displayed directly to the browser. If you have to save your document in memory, the workaround is pretty simple; use an include or cfc.
myDocument.cfm
<cfdocument name = "myDoc">
...
...
</cfdocument>
myLoop.cfm
<cfloop ...>
<cfinclude template= "myDocument.cfm">
</cfloop>
I mention this bug and workaround here: cfdocument prevent page breaks mid-row