Hyperlinks Underline Color

Scrivener version: 3.3.6
If I underline a word on a Scrivener page (black underline), every link created “after” that has a black underline (and blue text). Instead of a blue underline, which is the default for links.

How can I stop it from changing the link underline from standard blue to black?
Is it a bug?

It works fine for me. Every link that I create is always blue with blue underline, no matter if it was created on a text with or without underline. Even when I create it in colored text, it’s always blue.
Does the black underline/blue text occur to you even in links that are created on text without underline? If so, perhaps it has something to do with your settings (Options > Appearance > Text Marks)