That’s because underline, on the web, is used to indicate a link… and underlining text that’s not a link just confuses and frustrates users who will click and think the link is not working… when there’s really no link at all.
And that’s such a bad bad bad thing for usability, which you shouldn’t be doing.
Of course, it’s your site.. and you’re free to do as you wish. But don’t expect WordPress (or any other tool) to encourage its millions of users to be doing “bad” things by adding an underline button ??
Please see:
–> https://line25.com/articles/10-usability-crimes-you-really-shouldnt-commit/
–> https://www.nngroup.com/articles/guidelines-for-visualizing-links/
If you have a link that’s not getting underlined, that’s a design choice by your theme’s author, which you can easily override.