Do shortcuts act differently under Windows 98 than under Windows 2000 and XP?

In Windows 98, all the hotkeys are always underlined. In XP and 2000, they only appear when you press the Alt key. Once the menu has done its job and is deactivated, the hotkeys are no longer underlined.

Is this difference in menu behavior unique to VFP? I don't see other applications acting this way under XP or 2000. Is there a way to make the hotkeys always visible, as they used to be?