To add to this, when I went to school for design a long time ago, our typography teacher basically told us to never use underlines if we can use italics instead. It tends to mess with the readability of a paragraph and shifts the visual center of gravity downward, making text more difficult to parse.
I assume that’s also why italics and underline seem to be used interchangeably from time to time, since they generally achieve the same goal of emphasizing text in the same semantic manner.
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