Nisus Writer Pro version 3.1 now allows you to configure your list style levels to enforce the removal of formatting. You will want to:
1. Switch to the Style Sheet view.
2. Select your list style, and then select one (or more) of its levels.
3. Apply the regular positive formatting, eg: use the menu Format > Underline > Single.
4. Switch to the negative formatting, eg: menu Format > Underline > None.
For more details please see the user guide section on list formatting and let us know if you have any question.