print
appends a newline, and the input lines already end with a newline.
A standard solution is to output the input lines verbatim:
import sys
with open("a.txt") as f:
for line in f:
sys.stdout.write(line)
PS: For Python 3 (or Python 2 with the print function), abarnert’s print(…, end='')
solution is the simplest one.