I'm agree with most of things said here, but I just want to point out an argument in favor of Underscore.js: the size of the library.
Specially in case you are developing an app or website which intend to be use mostly on mobile devices, the size of the resulting bundle and the effect on the boot or download time may have an important role.
For comparison, these sizes are those I noticed with source-map-explorer after running Ionic serve:
Lodash: 523 kB
Underscore.js: 51.6 kB
One can use BundlePhobia to check the current size of Lodash and Underscore.js.