When the issue was tested, the option Underline links on Special:Preferences-Appearance was set to "Never".
- On CX page (tested on enwiki wmf.12) click on any suggestion
- The Start translation dialog will be displayed and the focus will be on the "Start translation" button.
The label "Start translation" displays underline (the same case is for "Delete translation").
Note: as per @Pginer-WMF's comment
The underline in buttons is not expected. It is not part of the states for buttons in the Style guide.