Hello, welcome back. 
I believe this is the expected behavior. The username in this URL is not case-sensitive.
Here on meta LegacyTheTeam, legacytheteam or LeGacYTheTeAm will redirect to LegacyTheTeam.
I can’t be wrong, but I don’t think there is a setting for that. 
Would you mind sharing why you want to require usernames to be case-sensitive here?