I can reproduce the issue in my environment, the slicer displays on Power BI Service is different from the one in Power BI Desktop. And there is no underline beneath the title on each slicer stays on Power BI Service.
I will report this issue internally, will keep you updated once I get any feedback. Also I have voted your idea.
If you have any question, please feel free to ask.
Community Support Team _ Qiuyun Yu
If this post helps, then please consider Accept it as the solution to help the other members find it more quickly.