§n does not underline text

Partner Rank: 4
Verification Builds: 1.9, all versions 1.1 and above
Summary: §n should underline text, but it does nothing.
Repro Steps: (from video)
1. Type §nblah into chat and press enter.
2. Notice that §n turned gray to indicate it is being used as formatting. Non-formatting letters like §q stay white, so this code is supposed to work.
Observed Results: Message is not underlined.
Expected Results: Message should be underlined.
Screenshots/Videos attached: Yes
This is also reported as MCPE-41729.