Yes, word selection could probably be a little friendlier since underscores are pretty common while programming. Unfortunately, the only way to do this is to install a custom SelectWordAction into the text area's ActionMap. The built-in one creates a BeginWordAction and an EndWordAction as private fields, uses them to find the start and end of the word, and selects the range. You could either extend RSyntaxTextAreaEidtorKit.SelectWordAction, overriding createActions() to set "start" and "end" to Actions that allowed "_" as word chars, or write your own SelectWordAction from scratch (either one is probably the same amount of work). Something like this (untested):
java code:
Action a = new MySelectWordAction();
textArea.getActionMap().put(RTextAreaEditorKit.selectWordAction, a);