Hi Khandro
Highlight then Ctrl-U behaves exactly the same as Highlight then Menu then Font then Underline then OK, i.e. if you then put your cursor precisely at the end of the underlined text and carry on typing, whatever you type will be underlined. It isn't because you used Ctrl-U - that's the way underline works however you underline.
However, if you type Ctrl-U again before you start typing (but after you've deselected the highlighted text) then whatever you type won't be underlined. Ctrl-U switched back and forth between Underline and Non-Underline mode. Likewise for Ctrl-B (bold) and Ctrl-I (italic).