[material-ui][Link] Fix error for using custom palette with underline

[siriwatknp]

closes #44900

• I have followed (at least) the PR section of the contributing guide.

[mui-bot]

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[DiegoAndai]

@siriwatknp Even though it's a simple change, it would be better to add a description explaining the changes and their rationale. Without it, it is much harder to review as the reviewer needs to figure out what the change is about before being able to review.

[siriwatknp]

@siriwatknp Even though it's a simple change, it would be better to add a description explaining the changes and their rationale. Without it, it is much harder to review as the reviewer needs to figure out what the change is about before being able to review.

Thanks for the feedback. I thought that the description above the code was enough, will add more details to the PR next time.