Underlining of text is wrong on Windows and Mac OS X

The issue can be reproduced with the application attached. The line under the text is drawn without any gap between the line and the text on Windows with at least Arial and Times New Roman fonts. As a reference one might want to compare the result with e.g. Word.

To test:
Compile and launch the application

Expected:
There is a gap between the text and the line

Actual:
The line is drawn directly under the text without any gap