Underlining is neither part of classic Markdown nor of vanilla Commonmark, but some implementations come with options for (or can be extended to support) some syntax variant for underlines, e. g. ____foo____. I donʼt know which parser and thus features Memorize.apk supports. You should contact firstname.lastname@example.org, since there does not seem to be a website besides the Play Store page, if that is the one after all.
There have been some threads on here that specifically or tangentially cover this topic:
Once CM reaches release v1.0 (any year now), we shall agree on how to support syntax extensions and which.