Methinks I know why this is occurrin'.
When it comes to preset files, I haven't yet seen a file that doesn't have the _ symbol in the username in replacement of a space. So if one has a space in their username, the preset file will automatically replace that space with said symbol (so it's not just ye' who faces this when wearin' presets). It probably has to do with how the game was originally coded. Could be wrong though.
I don't really think this glitch will be of a problem on yer behalf as long as others can see yer preset. If anythin', the _ symbols are aidin' ye' so ye' won't be like those unfortunates who's presets cannot be seen by others no matter what they may do 'n end up havin' to redownload the game due to a problem with the exporter.