Markdown does not have a syntax for underlines. (This could be because the “right” usage of underlines in a print document, aside from hyperlinks, are obscure and uncommon. That is an educated guess.)
I work around this by using Markdown’s == syntax for marking passages in text. At the start of the passage I use == as per normal. At the end of the passage I use ===, which is not correct but serves my purposes. == represents <ins> and === represents </ins>; I flip back and forth between them using find and replace as I prefer in the moment.
A smarter, less flexible solution would be to edit your custom CSS so that <mark> elements are underlined with colorless background rather than highlighted.