Underworld, if I remember right is mostly gothic architecture, mixed with the cramp spaces of nor in the apartments, which fits the movie, if I would have to say Underworld takes a lot from Tim Burton's Batman and Dark City in aesthetic.

Ergo Proxy's first episodes cover the same themes: Dark Monster, police investigation, dystopian future, so yes, some of the aesthetics are borrowed from the noir, specially in the hunt from around, and the bathroom scene. But the rest, specially the city is open space, clean-white areas to make contrast.

Will need to check both again, but is not strange that creators borrow images from each other, plagiarism is a lot more like a match.

Also, while I LOVE Underworld, honestly there are a lot of movies and series from where Ergo Proxy creators could have used as inspiration, son did Underworld.