Underlined has no effect under Print in Plain font
It's an unimportant bug because of the Bold workaround.
Is there some font difference between OSes, perhaps?
There are always tremendous differences between operating systems, you know - Wolfram Inc. has to compile the front end as well as the Mathematica kernel against the actual operating system:
It works fine for me on Mac.
Is there some font difference between OSes, perhaps? I attached my notebook if you want to see how the output cells display.