For the most part, functions that begin with a leading underscore are implementation additions; they are not part of the C Standard Library. (There are exceptions, e.g. _Exit is part of the C Standard Library, though it is not yet implemented in the Visual C++ implementation.) Identifiers that begin with a leading underscore are reserved in the global namespace, so they are used for nonstandard extensions to avoid conflict with user-defined names.
As for why there is no wtoi in the C Standard Library: By the time wide character functions were added to the C Standard Library, it was understood that the atoi interface is flawed because there is no way to detect whether the conversion succeeded or failed.
Do not use atoi or _wtoi. Instead, use the preferable strtol and wcstol functions, both of which are part of the C Standard Library. (There are other similarly-named conversion functions for other types, e.g. strtof and wcstof to convert to float and strtoull and wcstoull to convert to unsigned long long.)