FWIW, BIND 9.x (since 9.4-ish) will parse and load a zone with such an A in it, but complains and does not serve the record: NXDOMAIN for a normal query, no hint of it in a zone transfer.
BIND's check-names directive controls whether a zone permits underscores. <http://www.zytrax.com/books/dns/ch7/zone.html#check-names>