In lots of areas the trend is to use a self adhesive 'rubberized' underlay, the best I believe, being Grace Iceshield, but other brands are out there.
Those underlays are self healing (pull out a nail and the hole closes up) sort of a soft non cured rubber.
For my 2 cents, those underlays far outperform any felt paper you can find.
I did my roof this summer, covered the whole thing with the underlay and then had all the time in the world to shingle over the underlay.
As the factory tech rep remarked; The underlay is the sealant and the shingle is for wear resistance.
The underlays, by nature (soft sticky) can not stand up to weathering so a regular shingle needs to protect the underlay.
Regular shingles have 2 basic binders. Paper mulch, tar impregnated being the most common and some fiberglass type binders.
The paper mulch type being old newsprint stands to reason that as the tars dry out the shingle shrinks, curls and sheds the granules that act as the protection.
I expect my roof to now outlast me!
(at my age that won't be hard! LOL)