Both programs primarily use the for text styling.
Highlight your text, then open the Character Panel ( Window > Type > Character ). If you don't see the underline icon, click the "hamburger" menu (three lines) in the corner of the panel and select Show Options .
This is best if you are reviewing a document and want to draw attention to text without changing the original PDF structure.
Have a favorite Adobe underline trick? Let me know in the comments!