A Bing Community thread has Bing's program manager, Brett Yount confirming that Bing prefers hyphens in the URLs as a word separator.
Hyphens are the preferred character for separating two words in URLs.
Google also uses hyphens as word separators so it is a good thing to know both engines handle them pretty much the same way.
Nothing ground breaking here, but a solid SEO point to have in your toolkit.
Forum discussion at Bing Community.