Here's why:
* Movie series are considered titles: Titles of works like books, movies, albums, etc. are typically italicized.
* Underlining is an older convention: While underlining was used in the past, italicizing is the preferred modern style for titles.
Example:
* Incorrect: The _Harry Potter_ series is very popular.
* Correct: The *Harry Potter* series is very popular.
Important Note: You might see underlining used in some cases, but this is usually due to limitations in formatting options or personal preference. In most cases, italicizing is the standard way to punctuate a movie series.