Oh man, I just checked what it looks like in Firefox:

I had written that comment in the Jerboa app (and fiddled with it to make it look reasonable):

when the software (in this case, lemmy’s md to html engine) tries to do the rendering instead of the browser.

And nope, in this case I added the Unicode for the underline myself. Well, I used this app. That passes straight through the MD→HTML conversion without being touched.
And it actually is rendered by the browser, but yeah, by the browser's Unicode+font rendering, not the CSS engine. Or in case of Jerboa, by Android's Unicode+font rendering.
Would certainly be nice, if these would look the same. 🫠

Lemmy uses Markdown for storing/displaying comments, specifically the CommonMark flavor with some extensions, as documented here: https://join-lemmy.org/docs/users/02-media.html

And yeah, no, that doesn't have a way to underline,

except

maybe

one

of

these

here,

depending on the Markdown implementation in the client. Some clients might also choose to underline the highlighting, that's normally 𝘪𝘵𝘢𝘭𝘪𝘤.

Links may be underlined as well.

Well, and then you've also got this thing, which is certainly a line under this text:

On Lemmy, we also got ~~strikethrough~~. Priorities, I guess. 🙃

But yeah, no proper, consistent underlining in Markdown/Lemmy. 🥴