When I started, I reg'd a few hyphenated names, and I think I may still have a couple of them. Then I went through a long period of ignoring them apart from a couple of experiments like b-i-g-g-e-r.com (which didn't work). Recently I've been looking for traffic names, and I've picked up a few hyphens with good traffic. I suspect the resale value might be quite low though, so there isn't much room for mistakes.
I did register one name where I thought that the hyphen focused the meaning of the name. This was EU-genics.com. I felt this would be useful for comments about the deep state using the EU to further their eugenics plan.