UPDATE: This issue still exists in SQL Server 2016.
This is more of a formatting bug (read: undocumented feature) that I discovered in SSRS 2014 that no doubt exists in all previous iterations.
It was initially discovered in SharePoint integrated mode when using Powershell to find/replace SSRS report URLs (though it is present in native mode too as demonstrated below). I had to switch the URL case to lower in order to accurately match my search term. The script then saved all these report URLs in lowercase. At which point we discovered that report names were all presenting on lowercase.
To cut to the chase, it looks like the SSRS ReportName built-in field (Globals!ReportName) is directly affected by the URL’s case. Thats not all, the URL’s case is affecting the breadcrumb and all other use of the report name in the report’s properties pages!
This example wields a standard looking report output with the same syntax in the breadcrumb & as you’d expect, the properties page too. Excellent!