as mentioned but not explained.

In NX , if using the "old-style-Unigraphics-fonts" such as "blockfont", that font does NOT contain especially many characters. You will be missing quite a few that are common today.
This is because that when that type of font was initially created ( John Baker can tell more about this.)
it was defined in/for ASCII both input and output, and as all computer users does know, ASCII," Originally based on the English alphabet, ASCII encodes 128 specified characters"
( from Wikipedia)
Anyhow, due to the that limitation, the Unigraphics fonts did not contain "all known characters" , the European special characters was missing among others.
Later, the input into NX has been expanded to use Unicode ( "any character and any language") and also these "Unigraphics-fonts" have been expanded to include more characters.
but, NX can now also use standard windows fonts such as Truetype.
Try one of these fonts and that underscore should appear.
Another significant aspect of the Unigraphics fonts is that they are defined to be plotted by a pen plotter, there can not be varying line thickness or filled characters as in True Type fonts.
Regards,
Tomas