Just coming to chime in my 2¢ 
, personally would love to have this directly be able to individually be set in the Editor settings.
I use the Linter plugin and this allows for easy changing emphasis to the user preferred style (I personally like many others here use _ to distinguish italics, while using ** for bolded text)
So fairly nice in the meantime as a good stop-gap since I use the linter plugin for many other aspects. This allows for always set the emphasis style to be underscore to ensure _ is used.
Makes it simple to still allow for Crtl+b keyboard hotkey shortcut, while linter updates on file save to my preferred characters.