It's popular on CSS based websites to remove the underline... in fact, looking for a way to force it back on in popular browsers via Google for ya, is coming up largely empty and instead is pages and pages of how to disable it in CSS instead. People don't want them anymore.
The CSS here appears to at least leave alone the underline when you mouse-over links, so you can use "target practice" instead of your eyeballs to tell if something is a link, but that's not really what you're looking for.
Actually taking that a step further, mousing over just about anything here will tell you by one of three (that I see) ways of knowing it's a link... 1) Color change, Button style change, appearance of an underline. So it's inconsistent from a UI standpoint, other than "something" changes. Color changes don't underline, Button style is also usually a color thing more than a font or underline thing, and only a few links do the underline.
Checking every browser I had available here at the moment, all have a setting to have all links underlined... but CSS appears to override that setting in all of them.
Almost everything on the web is CSS-based today, so I don't even know why the browser makers don't just hide it on some window that's "Here's all the useless old HTML stuff that won't work anywhere on the modern Net, anyway, so we don't know why we've even bothered to keep these settings here" in their settings menus.