Customizing Thin Space Display in Emacs

[Kepa]

Hi,

When I insert a "thin space" (002009) in Emacs, it appears as an underlined 
space in cyan instead of just a narrow blank space. I use it as a number 
separator to clearly distinguish the thousands.

I suspect this might be related to the nobreak-space face.

Would it be advisable to customize the nobreak-space face by disabling the 
underline, or could this have unintended consequences? Is there a better way to 
handle this scenario?

Best regards