Tried adding PostscriptUnderline parameters to the masters, but nothing changed.
The values are stored in the respective font.pfa files before the OTF is generated. There it is stored in the post table. A renderer or text engine may choose to ignore the values, though. Where did you test it?
TextEdit.
Looks like it works with InD.
I haven’t tested it myself, but it’s very well possible that Apple’s text engine ignores the underline values. In that case, there is nothing we can do as type designers.
It (Apple method) looks very unsystematic, both underline position and thickness varies heavily from font to font.