Jeroen ter Heerdt explains why you might see the capitalization change in text loaded into Power BI:
Some of you might have seen this before – you load some data into Power BI and suddenly the capitalization (uppercase / lowercase) of your text changes on you. Let me explain what is happening here.
Click through to learn why. Normally I’d say “and what you can do about it,” but there’s not much. I guess the best answer is, embrace consistent capitalization and then you won’t notice anything.