It'll be because the <a> tag has styling applied. However, I've styled the <a> tag for many, many years, so had stopped applying bookmarks over a text selection for probably 2 decades (probably when I went from generating only print output to generating online help). By default in RH2019 New UI, bookmarks are applied in front of the selected text, whereas in Classic the bookmark is applied over the selection, so I assume you have upgraded from Classic, rather than New UI (or else you were making manual changes in the code?).
Anyway, going forward I would recommend applying the bookmark in front of the text rather than over it.
However, in the meantime, try adding this to your stylesheet. It seemed to work in RH2019 New UI but I don't currently have RH2022 to test.
a[name], a[id] {
text-decoration: none;
color: initial; // you only need this line if the hyperlink is coloured
}
Do note that if you have any hyperlinks that have an id property, this rule will also remove the underline from the hyperlink. So make sure you test this thoroughly before going ahead.
@Jeff_Coatsworth id is the new way of doing name and can be applied to any element. name is deprecated.
https://developer.mozilla.org/en-US/docs/Web/HTML/Element/a#deprecated_attributes