Underscores are difficult to distinguish from underlining. That's just one issue.

Underscores_make_full_highlighting_easy

Dashes-make-single-highlighting-easy

It's also a use case thing. Double click on each sentence and note the behavior. It depends on which one you want. We use snake case in our urls because you can copy something from the documentation and easily highlight a portion to change.

English is a dash-using language, not an underscore_using one. Maybe that's why many of us prefer dashes to underscores?

Does any language use underscores? They seem like a purely technical thing to me. In a sentence you are certainly correct the - is much better. But as for the name of something in code, I would personally prefer _.