Well, i cant really remember how it was for the CMDR Name, but as
@Ned Flandalorian said it could be the same as is for Ships - the font used to display your input is all caps, but it's recorded/stored as typed - so if you use capitals only for starting letter, it is recorded as such.
For example, my ship's name is displayed in all capitals in various fields in the game - which is not how i typed it, but Inara is displaying that name properly with capitals B and E
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