CTRL-w just deletes a word at a time. CTRL-_ it appears doesn't just delete the whole line you just typed, it does undo of the thing you just typed... counting backspace as "one thing you just typed" -- so it does some things you can't achieve with CTRL+w, you can even get back some text that you just erased.
I never knew this shortcut before. (I will probably never use it...)
I never knew this shortcut before. (I will probably never use it...)