One of the options available in the Styles is to remove/add the common link style (blue colored and underlined font).
In order to use this feature, you need to connect the Text decoration under the Stylize button to the link the same way as explained in detail in an article about stylization. The predefined templates already have these options connected.
Once you do that, by switching the Text decoration in the Styles menu from Underline to None, the link format will change accordingly.
Similarly, you can also connect the Color to the link - it is up to you which one you choose but to keep things simple, we recommend using the Link color.
Now you can manage the links independently from the rest of the text and their formatting won't be overridden by any email client. And if you want to keep the current formatting, you don't need to connect this style at all - or you can Disconnect the styles from an already connected link as explained in the general article.