Because nobody here would care if I would write 'zerogravitas' or 'ZeroGravitas' to indicate you.
It's just a moniker, a handle. As soon as you start to assign great weight to the spelling and the special look ("It has to have an _") of a nickname then you're definitely in branding territory.
Just like "The artist formerly called Prince" is a brand, so is "_why, they lucky stiff".
Some people care about the difference between "_why" and "Why". (Probably including the man himself.)
Some people care about similar variations in brands.
So far, so good. What's not clear (to me, at any rate) is how you get from these to "Therefore, _why's name is a brand". That would be reasonable if no one cared about details for any reason other than branding, but that's obviously false.
Compare: "... then you're definitely in programming-language territory." (Almost all implementations of almost all programming languages care very much indeed about the difference between "Why" and "_why".)
Or: "... then you're definitely in religious territory." (Some Orthodox Jews care very much about the difference between "G-d" and "God" even though the former is just a lightly modified version of the latter.)
Or: "... then you're definitely in music territory." (In a musical score, adding or removing dots, little lines, funny characters, etc., can completely change the meaning.)
Or: "... then you're definitely in vanity territory." (Some people just care a lot about appearances.)
It's just a moniker, a handle. As soon as you start to assign great weight to the spelling and the special look ("It has to have an _") of a nickname then you're definitely in branding territory.
Just like "The artist formerly called Prince" is a brand, so is "_why, they lucky stiff".