Interesting, does seem it's always kinda been hyphenated, yet the aspect that there is a discussion group over it does somewhat show my confusion is not alone, mad but will admit - it is hyphenated as the other comment says - check the comics - it's hyphenated, though a few with it upon two lines and maybe the source of confusion.
If you do a Google image search for "old spider man comic book", you will see the hyphen on most of the covers. A few of them have "Spider" on one line followed by a new line underneath with "Man".
Well, there's a Spider-man related subreddit called "respect the hyphen" so...