Underscore in member name not displaying in multiselect listbox

I am displaying a list of members in a listbox on a dashboard. With the format IsMultiSelect=False, the members with an underscore display correctly. When the format IsMultiSelect=True is used, the underscore in the member name is not shown. The listbox knows there is an underscore because I display the selections on the dashboard and they display correctly.

Before I raise a ticket with support, has anyone met this before and has a workaround? Or am I doing something stupid?

Thanks