Why are Underscores used in file names?

In older OSes the underscore was used in lieu of a space because the OS could not process filenames with spaces. It's a hang-over in Unix/Linux systems, particularly. Also when transferring files between different operating systems with different file naming conventions the underscore avoids using what may be an illegal character in another OS.

In general there is no usual need for underscores in filenames unless you are at the Unix level of OS X. Unix does not recognize a space in a filename as well as other illegal characters such as colons, ampersands, and at least a dozen others. When confronted with this issue on the command line one needs to enclose filenames with any of these characters in single or double quotes or use the backslash before the illegal character (the backslash is the "escape" trigger.)

It's possible what you observed was something that editor was used to because the clips might be used by others who in turn are using other computer operating systems. Or the editor came from the Unix universe and is just used to doing things that way.