@lebo.adam. Thanks for posting. Easy Folder Listing Pro does not add underscores to the file names. It does not alter the file names in any way. I suspect that the issue really is that the JCE Media Manager is changing the file names so that spaces are changed to underscores when users are uploading files.
Use an FTP program like FileZilla to test it out. Use the FTP to upload a file with spaces, and you will see that the filenames have in spaces. Or, I do offer 2 extensions that do file uploads. Try one of them, and you will see.