Last August WordPress removed both the justify and the underline buttons form. You can read about it here: https://wptavern.com/wordpress-4-7-removes-the-underline-and-justify-buttons-from-the-editor It appears that it has also been removed from links in the editor ( I just checked 2 of my sites and there is no underline for links in the editor).
You have WP Edit plugin installed. It has an underline button that you could use in Visual mode for your links.