If you connect to the Data API via Bubble's API Connector and ingest an option set field, it is likely to not work. This is a known behavior related to how we reference option set values, which our engineering team plans to address in the longer term.
For more context, the Data API outputs the display name for the value, but when the API Connector converts it, it expects the unique ID (and as a backup will replace spaces in the display with underscores then try again), causing unexpected behavior.