Why does nginx (or php) turn spaces into underscores?

Question

I have Nginx setup with a try_files statement:

location / {
        try_files $uri $uri/ @php;
}
location @php {
     rewrite ^/(.*)$ /index.php?$1 last;
}

So www.example.com/thisfolder is handled by my index.php with a $_GET['thisfolder'], upon which PHP can act. This works fine. However, the path in the URL can contain spaces like so: www.example.com/this folder. In that case I get a $_GET['this_folder'] (with an underscore), instead of the $_GET['this folder'] that I expected. Encoding the URL as www.example.com/this%20folder does not change anything. Is the space-to-underscore-replacement done by PHP or by Nginx and how do I get rid of it so PHP gets the parameter with a space in the name?