Yes, it is known that hyphens are not allowed in python identifiers, while hyphens are allowed in python package names. There are a lot of python packages which contains hyphens in their name. In the configuration of a databricks job it is said that "Package name" should be a name as declared in package metadata (setup.py).
But, package name in metadata and a name of this package which we use for "Import" can be different, and this is normal behavior. So, it looks controversially - in general hyphens are allowed in package names, but in databricks job configuration hyphens are not allowed in package names. 🙂