What's with the horizontal line under the text?

It's text shading. The following is a demonstration of the operation process of removing text shading with Word 2007:

First of all, as shown in the figure below, the first thing is to choose these words with shading.

Next, go to the Page Layout tab and click to open the page border.

Step 3, enter the shading option, click Expand Fill, and click OK without using color.

Fourth, as shown in the figure below, the shading of the text can be removed at this time.