Chicago style is with the spaces. As are most law briefs. You get used to that, it can stick. But AP style is without. And AP style is what people generally see in regular life. (News Stories, most media follows this).
But fiction, though it tends mostly towards no spacing in older books and sometimes even those dang BRACKETS), is wildly inconsistent from book to book and printer to publisher.
Chose one format, and stick with it. As long as you are consistent, it should not matter.
There is a reason why the program doesn't like the spacing--more often it's no spacing. There are other rules out there.