Jason -
I've talked to my 'Mac' guy - he knows of no prohibition on using underscores in file names. In fact, using underscores instead of spaces is the safest way to deliver a product for the web, especiallly when you have to put a workorder number in the title.
As for documentation, I checked my "Missing Manual for OS X" book (kinda' like a dummies book) and there is no prohibition on underscores in the file naming convention. I suspect your editor may be working on knowledge gained from the days of 'Mac and PC shall never talk to each other'.
As far as documentation, I googled "underscores in avid mac files" and found this:
http://ace-filmeditors.org/blog/2004/12/avid-film-media-composer-112-tips
It talks about an old Avid system (v11 on Meridian) but it carries directly forward to the current generation of editors.
Finally, naming conventions are dictated by the OS, not the application (generally speaking).
Jon
"Jamming our heads full of figures and angles
And telling us stuff that we already know"
Willie The Wandering Gypsy & Me
Billy Joe Shaver