Let's be honest underscores or hyphens as a replacement for spaces are ugly. "Load Actuals to Planning" looks way better than "Load_Actuals_to_Planning" or "Load-Actuals-to-Planning". Unfortunately, if you have spaces in a load rule name it can be hard to execute it via the loaddata.bat command provided by FDMEE.
Example 1: The spaces just act as more arguments
Example 2: Escaped quotes look a little better but even then its expecting to see a load rule with double quotes in the name.
So it seems as if we have no choice, we have to use something other than space!? Not so fast, it just so happens that the loaddata batch command treats plus (+) signs as spaces, similar to how web search engines use plus signs to represent spaces in a URL.
So keep using spaces. If you need to call a load rule via batch for say scheduling purposes, just replace the spaces with plus signs.