Bug: underscores on links

I haven’t tracked down this one yet: I wanted to create a link to:
https://www.bild.t-online.de/BTO/news/2004/01/08/kanzler__flucht/kanzler__flucht__studenten.html in wp 1.0 but all I got was broken layout and a broken link because WP decided that undercores are for underlining wherever they may occur. I consider this a bug.