Hi Grace. Thanks for your inquiry.
Actually, WordPress does allow those characters in a Username. s2Member uses existing validation routines provided by the WordPress core, which make use of this framework function. Please see: http://codex.wordpress.org/Function_Reference/sanitize_user
alphanumeric characters plus these: _ space . - * @
Sorry if the Pro Form is misleading in this regard. s2Member encourages Users/Members to use only alphanumerics, but s2Member does need to obey the core framework routines also. If WordPress allows those characters, so will s2Member.
If you’re having trouble with these types of Usernames in Profiles, you might consider using the user_nicename field from the database, instead of the Username. WordPress stores the user_nicename field specifically for that purpose (i.e. for URL formulation).
If you continue to have trouble, please describe what you’re trying to accomplish exactly, and we’ll try to assist you. Where are the Profiles that are breaking? Is that in another plugin/theme perhaps? If so, you might try contacting the developer to see if they can use the user_nicename field instead.