Not documented, but referenced in other threads like this: How to disable "Uppercase URLs are redirected to Lowercase URLs" feature? - #4 by hrishikesh. I personally don’t see a reason for this to be documented as like I mentioned, this is a CDN-internal thing. For the users, this is transparent. If you feel otherwise, let me know.
This is expected behaviour for us as we do that to improve cache hit ratios based on how our CDN works. If this is causing some unexpected issues other than the cosmetic issue mentioned here, we can re-evaluate. But other than that, like some people have mentioned there and now in this thread, this is a controversial discussion and there would not be a single right answer. We did what we could to improve the performance of sites on Netlify in a way that suited us the best. Happy to consider our stance if this breaks or causes some issue, but if not, there won’t be a conclusion for this discussion.