It took me a couple of hours, but I found it.
The file to edit is /wp-includes/js/tinymce/plugins/safari/editor_plugin.js and what you have to change is this:
case'u':st='text-decoration: underline;';
to
case'u':st='text-decoration: none;';
Why is this in the safari folder? Good question, but it solved my problem and I tried posting with Safari, Firefox and Internet Explorer and it all worked fine.
