NsXMas is right: It’s a browser glitch. I’ve noticed it in Firefox when selecting/unselecting text that includes the user name and when clicking the user name to show the menu then clicking elsewhere to hide the menu. The underline reappears when I bring my cursor back over the user name.
That's not a glitch... that's an undocumented feature!
Underlining is an unfortunate legacy of the web. Graphic designers should know this, but underlined text is considered more difficult to read & should be avoided when possible. It's better of using different colours/bold type to signify hyperlinks. Plus it looks cool when you hover the mouse over a link and the underline magically appears.