Django app.py removes underscore in Config
That's a standard behaviour and NOT a bug. The underscore in module or package names is legal, you are thus you may put underscores in these names.
In another hand having a Clockwise_Counter_Config class is somehow ugly (but it works).
Ah, and the INSTALLED_APPS settings is a list (or sequence) of apps package dotted names, and not of class names.
PEP 8 says "Modules should have short, all-lowercase names. Underscores can be used in the module name if it improves readability. Python packages should also have short, all-lowercase names, although the use of underscores is discouraged."  
I am working on an educational program which could, ultimately, have many lessons. Sometimes one app could deliver thousands of lessons (i.e. spelling), but still, there could be many apps. Underscores in lower case names for readability seems essential.
When I use an underscore in an app name,  such as clockwise_counter, "python manage.py startapp clockwise_counter" removes the underscore in constructing the class name in apps.py. The class name becomes 
"class ClockwiseCounterConfig(AppConfig):
    name = 'clockwise_counter'"
This caused me a lot of confusion until I learned to copy the apps.py class name into the INSTALLED_APPS section of settings.py by removing the underscore.
My Questions are:

Why are the underscores discouraged in PEP 8?  Is there really a good reason or was it just personal preference sometime in the past.
Am I likely to have problems using underscores in app names for readability now or in the future?