Thank you for bringing this to our attention. I’m well aware not all people think alike and we should cover all possible scenarios. Sometimes we need an outside eye to help us test scenarios we don’t imagine. But your clients feedback is really helpful for improving this.
So yes, we can prevent people from registering an invalid account with username that includes blank spaces. But it requires some development. This will have to be rolled out in the next theme version 2.04 (can be 2 weeks or so until it’s ready as I’m working on WPML at the same time. I hope this timeframe won’t give you too many headaches.
You can add a text highlighted on top/below/or next register form, that no blank spaces (not sure people will read this, but it’s worth a try).