There will be a strange line under the PHP opening and closing tag as you can see in the screenshot below:
<a href="<?php echo '#'; ?>">Hello</a><a href="#"><?php echo 'Hello'; ?></a>
This is a PHP file, what is the underline mean? I don’t think the syntax you can see in the screenshot is wrong?
In your sample, where is the text cursor located when the line is displayed?
Core sublime shows you visually which open tag pairs with which close tag while the cursor is inside one:
The manner and color by which it does that is dependent on your color scheme and what it sets of tags_options; for example, here it’s set to glow bold stippled_underline:
That said, it’s also possible for a third party plugin to be providing you extra hints about things, in which case unrelated to anything something you’ve installed could be highlighting this for you.
The underline you have is an indicator that Sublime is telling you the pair of the tag. I purposely leave the cursor to show you that this is not an indicator. And I don’t have any extension/plugin installed.