Thanks. I've just searched through 2.4.1 which states that an underline is required to differentiate between an object instance and a class, as has always been the way. Didn't realise EA12 was 2.5.
In the 2.5 spec it also refers to instances being concatenate-underlined (9.8.4 p.129), as it was in 2.4.1. I've also checked the sequence diagram section you referred to which is the same as 2.4.1. There doesn't seem to be anything explicit.
All I know is that now I'm having to do this as part of my Open Uni course, they are marking me down because I'm not underlining them. In the last 10 years of using Sparx and UML, it has always underlined lifeline instances.