I have this:

@page [
  @bottom-left {
    content: "www.companyname.com";
    color: blue;
    text-decoration: underline;
  }
}

It shows up blue with the correct content. No underline though.

Is this a bug?

Yes, that's a bug, and a surprisingly obvious one! Thanks for reporting the issue.

Today we have released Prince 6.0 rev 8, which fixes this bug and several others. Thanks for reporting the issue!