I guess you either use different TOS version with STEEM than with Hatari, or STEEM is lacking emulation for Atari keyboard.
Your TOS version determines what symbol each key (position) will output. You need to use a TOS version where the "_" key is where you expect it to be.
For example, I've set my PC desktop to use Finnish keyboard layout because my keyboard has Finnish layout. Otherwise I wouldn't get "_" symbol from "_" key even on my PC desktop (whether it's Linux, Windows or Mac).
You need to do the same thing for the emulated Atari, by using suitable TOS version. With the Finnish version of EmuTOS, I *do* get "_" character when I press "_" key on my Finnish keyboard. Same thing with German Atari TOS, but in the English TOS versions "_" symbol is in a different place.
If you want to, you can also give Hatari a keymap file which tells Hatari which symbols you want for each key. See "keymap-sample.txt" in Hatari doc/ directory for an example and Hatari manual for more documentation.
This shows the keycodes for each Atari key: