Underscore characters are treated as punctuation, not whitespace. We treat the phrase "Hi @burn_x" in the same way as we would treat "Hi @burn." - following the @mention with a period, or comma. A more detailed description of this can be found in our Tokenization documentation.
If you are looking to match mentions of @usernames, you should look at using the interaction.mentions or twitter.mentions target, with the IN operator.
The following CSDL will only match interactions containing mentions of the @burn account:
interaction.mentions in "burn"