This character is a Connector Punctuation and is commonly used, that is, in no specific script. The character is also known as spacing underscore (1.0).
The glyph is not a composition. Its East Asian Width is narrow. In bidirectional text it acts as Other Neutral. When changing direction it is not mirrored. The word that U+005F forms with similar adjacent characters prevents a line break inside it. The glyph can be confused with 4 other glyphs.
The CLDR project calls this character “low line” for use in screen reading software. It assigns these additional labels, e.g. for search in emoji pickers: dash, line, low dash, underdash, underline.