Why are underscores better than hyphens for file names?

The issue here is that importing files with the hyphen-minus (the default keyboard key -; U+002D) in their name doesn’t work since it represents minus signs in Python. So, if you had your own module you wanted to import, it shouldn’t have a hyphen in its name:

>>> import test-1
  File "<stdin>", line 1
    import test-1
               ^
SyntaxError: invalid syntax
>>> import test_1
>>>

Larger programs tend to be logically separated into many different modules, hence the quote

the name with the hyphen limits our ability to write larger and more sophisticated programs.