Steps to Reproduce

1. Call the mention_markdown(123, "Keeping_the_underscores", version=1) function from telegram.helpers

Expected behaviour

[Keeping_the_underscores](tg://user?id=123), that is valid MarkdownV1 and consistent with https://core.telegram.org/bots/api#markdown-style.

Actual behaviour

[Keeping\\_the\\_underscores](tg://user?id=123). However this will fail to parse into well-formed MarkdownV1 -- in fact Telegram will respond with an error if it occurs in a message with parse_mode = Markdown.

Operating System

Linux

Version of Python, python-telegram-bot & dependencies

python-telegram-bot==20.0a2

Relevant log output

No response

Additional Context

No response