Hyphen instead of underscore in custom post type URL

Love this plugin, but...

Why does the custom post type use an underscore in the URL?

For example, for a single post having custom post type "movie review", the URL is "example.com/movie_review/taxi-driver".

Why? Aren't underscores frowned upon for SEO purposes? Even if they aren't, it would be my preference to keep it consistent with the post title, which uses hyphens.

Any way to remedy? Maybe I just missed an option?

Thanks team.