Here's why:
* Underlining is generally used to emphasize words or titles, not articles.
* Quotation marks are used to indicate direct speech, titles of short works, or words used in a special way (e.g., slang).
Articles (a, an, the) are grammatical words that are not normally emphasized or treated differently from other words in a sentence.
Example:
Incorrect: "The" dog barked.
Correct: The dog barked.