Why are underscores better than hyphens for file names?

Question

From Building Skills in Python:

A file name like exercise_1.py is better than the name execise-1.py. We can run both program

Answer 1

From that very document (p.368, Section 30.2 'Module Definition'):

Note that a module name must be a valid Python name... A module's name is limited to letters, digits and "_"s.