Search engines give a certain amount of relevancy
to domains, but no much.
You'll have to live with your domain name forever
probably, it's not something to take lightly,
whereas search engines are fickle.
Can you imagine in a few months' time telling
your URL to a business contact over the phone:
"What's an underscore?"
"Well, you hold down your Shift key.."
How likely is it that your business contact
will remember your domain name?