Its not a problem to use another URL, but I’m trying to understand the rules.
You say that my-addon and my_addon have the same slug.
But then I don’t understand why it was forbidden for me to publish my extension with my-addon URL, but it was OK to publish it with my_addon URL. According to what you say, my_addon URL has the same slug as my-addon and had to generate the same error. Do I miss something?