Hmmm ... in my environment it seems that replacing "\n" with "%%%" always leaves the \x0D (independent of the steps below).
0) Running SE on Windows environment with mixed DOS and Linux files.
1) I copied several lines of C++ comments from a Linux formatted file and pasted into DOS perl file. The destination file still indicates "Text, SBCS/DBCS mode"
2) Select the lines just pasted and Search/Replace "\n" with "%%%" with Search attributes: Perl RegExp, Highlight replaced text, List replaced Matches.
3) The Search Results windows indicates the replaced text is now "<CR>%%%" (the "<CR>" sometimes is only displayed the first occurrence?)"
4) The resulting text now displays as ":%%%" and viewing in line hex mode the ":" is the \x0D character.
So I tried the same using SE on Linux.
1) Create a myTest.txt file in NotePad on DOS and insert several simple lines, e.g.
This is a test
This is a test
This is a test
This is a test
This is a test
2) Open the DOS file using SE on Linux (20.0.1.3 with Hotfix 7)
3) Select "Save As" to check file type and see that format is "UTF-8 no signature" (this file shows "Text, SBCS/DBCS" in Windows SE). Don't actually save.
5) View in Line Hex mode to verify line endings is \x0D\x0A ... and it is.
6) Select "Save As" (while in Line Hex view) and SE indicates "Text, SBCS/DBCS". But don't save.
7) Change back to regular view

Select the 3 middle lines and do the replace "\n" with "%%%" with Perl RegEx selected
9) The Search Results window shows the "<CR>%%%" for every replacement.
10) In the actual file view, the replaced data is also "<CR>%%%"
11) Linux SE makes us save the file before views in Line Hex. Viewing in Line Hex mode doesn't show the "<CR>" but instead the ":" which is the "\x0D" character.
12) Alternate: If you replace without doing a selection, the results vary slightly and after the save which Line Hex make you do, the line changes from a single line to multiple lines with \x0D now acting as a CR/LF, e.g.
This is a test
%%%This is a test
%%% This is a test
%%% This is a test ...