I have added about 15 cemetery categories to individual Profiles in the past few days and have created a few Cemeteries as well and I have not run into this.
Remove them and replace with spaces and see what happens, the worst is you have to go back and replace them or just go to Restore under your Changes Tab.
Usually, the underscores appear in older categories, at least to me. The category for the cemetery you mention does not have underscores on its page, so this is puzzle.