Fullwidth Low Line

It is the underscore sized to fit East Asian text.

Chinese, Japanese and Korean characters typically fill a square cell, while Latin letters and marks are narrow. Japanese character sets of the 1970s and 80s therefore included wide (zenkaku, “full-width”) copies of Latin letters, digits and punctuation, so they line up neatly with kana and kanji. Unicode kept those copies for compatibility, and ＿ is the wide twin of the basic underscore _. In Chinese typesetting it also has a job of its own: as the proper-noun mark, a line drawn under names of people, places and institutions.

To a person, both mean the same line. To a computer they are different characters: an exact search for _ may miss ＿, and systems that accept only ASCII, the basic Latin character set, refuse ＿.

Why did I get ＿ instead of _?

Your keyboard was probably in Japanese (or Chinese) input mode.

In many Japanese input setups, symbols come out full-width, so the underscore key gives ＿. Switch to direct or half-width input, or convert the text, and you get _ again. Chinese input methods have a similar full-width mode.