PHP, 44 bytes
<?=$a=$argn;while($a--)echo _,$a=rand(0,$a); or
<?for(;$a=&$argn;$a=rand(0,$a))echo$a--,_?>0 print integers delimited by underscore. Save to file, run as pipe with -nF.
<?=$a=$argn;while($a--)echo _,$a=rand(0,$a); or
<?for(;$a=&$argn;$a=rand(0,$a))echo$a--,_?>0 print integers delimited by underscore. Save to file, run as pipe with -nF.