Although they certainly look odd in that screenshot, spelling underlines are entirely handled by OS X - there isn’t a line of code in Scrivener that touches this, so this must be down to the particular text scale, font or line spacing being used in this particular text. Certainly in all the texts I’ve used on Lion, spelling underlines look exactly the same in Scrivener as in other OS X text applications (as would be expected seeing as Scrivener does nothing with them).