It is a little tedious but it is possible there is just a little extra work trying to configure the many places where the user name is used and searched for.
Many applications will do a quick search and replace to either add or remove an underscore or dash to replace or remove a space when creating, or displaying the username.
So the URL may look like this http://domain.com/user/user_name or http://domain.com/user/user-name
There can also be a display name to use, for displaying it throughout the application aside from the username that could work a little better.
So it is possible, not really useful is more of a vanity thing than anything else.
