Still happening here, using Monodevelop 2.8.2 (and Unity 4.1.5.f1). The underscore is still *actually there*, it is just displayed as a space character (I tested this by copy-pasting, and it pastes into another line as an underscore).
It does just seem to be an error with the default syntax highlighting style as noted above, as the underscores appear properly in the other styles.
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