Underline is off for the Tab Leaders, and you only apply your Paragraph Style to the text, the Character style is a nested style and will be applied along with your Paragraph style as defined by GREP
If you want pages of lines repeating down the page then you can create a separate Paragraph Style for that, and in that case you can use Paragraph Rules (Rule Below). If you apply the style to a few empty Enters you'll see the rules (lines).