Here's why:
* Italicization is the standard convention for emphasizing words, including names of ships, books, movies, etc.
* Underlining was a common practice in typewritten documents before the widespread use of computers and word processors.
So, you would write:
* "The *Titanic* was a British passenger liner."
* "The *USS Enterprise* is a fictional starship."
However, you might find some publications using other conventions. For example, some style guides might suggest using quotation marks. Ultimately, it's important to be consistent within a single piece of writing.