You can use this code to Website Tools > Custom CSS.
li[data-is-open="true"] span.accordion-item__title {
font-weight: bold;
}

Result

If you want to apply this for specific accordion block. First you need to find Accordion Block ID.
In my example, it is: #block-yui_3_17_2_1_1729387285192_9027

Next, use this CSS code
#block-yui_3_17_2_1_1729387285192_9027 li[data-is-open="true"] span.accordion-item__title {
font-weight: bold;
}

If you want to apply this for specific accordion – but specific item. We will need to use CSS code like this
#block-yui_3_17_2_1_1729387285192_9027 li[data-is-open="true"]:nth-child(2) span.accordion-item__title {
font-weight: bold;
}

this will bold accordion item 2 title only

In case you want to make underline, instead of bold, just replace
font-weight: bold; with text-decoration: underline;

