This is misleading as \w *includes* underscore, but \W *excludes* it. I suggest:
Its saying that the underscore is one of the characters that is included in the exclusion, alongside the alphabetical characters.
\w [[:alnum:]_] (underscore is included)
...
\W [^[:alnum:]_] (underscore is excluded)
Or just "note the underscore"
The reader is already assumed to know that the capital letters and the leading ^ in the bracket denote exclusion since its doesn't call out that specifically.