BUG #17415: Unable to use underscore as first character in set_config custom parameter

The following bug has been logged on the website:

Bug reference:      17415
Logged by:          Daniel Polski
Email address:      danielpolski@gmail.com
PostgreSQL version: 14.2
Operating system:   Linux
Description:

SELECT set_config('_foo.bar', 'foo', FALSE);

ERROR:  invalid configuration parameter name "_foo.bar"
DETAIL:  Custom parameter names must be two or more simple identifiers
separated by dots.
SQL state: 42602

(Works in 13.5-2)