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. 🫠