I've imported a blog that uses dashes or hyphens in its permalinks, rather than underscores.
It seems the "Sanitize with Underscores" plugin does not work with more recent versions of WordPress.
However, I installed the Search & Replace plugin, searched the "titles" group of fields (including post_name) for references to "_" and replaced each with "-".
End result? The existing postnames all changed to underscores, preserving the URLs.
I suppose someone smarter than I am might have been able to use a .htacces rewrite rule to get around the problem, but I posted this because it's an easy fix that doesn't require coding.