Normally, cycling shorts have "gripper" strips at the bottoms of the legs to keep them from riding up. At least based on the descriptions on the Under Armour website, it doesn't look like compression shorts have the same strips.

Also, Under Armour compression shorts are expensive. For the same price, you could get real cycling shorts. Yes, you could buy a less expensive brand than UA, but you can do the same with cycling gear (the "house brand" stuff from Performance Bike, for example).