I would like to define the Hyperlink style to be blue and underlined. I selected one of the existing hyperlinks in my document and changed the font color or made it underlined. I did that with field codes exposed so I made sure to get the field characters ({}). It looks good.

But if I then select the hyperlink, open the Styles dialog, right-click on the Hyperlink entry, and select "Update Hyperlink to match selection", it goes back to black and not underlined.

What am I doing wrong?