Not too sure about
SEO purpose, but, for some unknown reason...
Cpanel File Manager seem to favor underscore (_) over dash (-).
File Manager sometimes do not work with file names that contain dash.
So, I favor underscore lately.
However, as you said, many SEF tend to go with dash including...
All in one
SEO - most used wordpress plugin for
SEO
sh404SEF - most used joomla SEF
Perhaps it doesn't matter which?