This is the ACF field key reference. In your example ‘_example’ tells ACF which field key is used for ‘example’. Without it ACF will not know what type of field it is or allow ACF to format the return value correctly.
Yes, if you want to insert data manually the field key reference must be inserted. The best way to do this is to use the field key when updating a field that does not already have data in the database update_field('field_5ea808b820138', $value, $post_id);