Isn't "_" allowed in URL encoding?

While allowed, it's a best practice to avoid underscores in URLs. There's plenty of documentation on the internet on the reasons for that, I believe the one more widely accepted is that Google won't parse words separated by underscores, while it will if they are separated by hyphens.

If that's important to you, you can always bypass the validation with the hook and implement your own validation that allows underscores...