None of the variables there have leading underscores in the name. If you mean the type __m512i, possibly to avoid conflicting with user-defined types in C, which has no namespacing to avoid such conflicts and sort of "softly reserves" names starting with underscores for non-user-defined names.

Double underscores are reserved by the C standard (https://devblogs.microsoft.com/oldnewthing/20230109-00/?p=10...), so it's a measure to avoid collisions with user-defined types.

It's just a convention for SIMD functions and types.