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Error when command in caps. Why is the terminal case-sensitive?

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Hussain Tamboli
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Error when command in caps. Why?

When I do - CD .. instead of cd ..
it gives me error saying -

CD: command not found

Why is the terminal case sensitive when it comes to linux commands? I mean you should be able to execute the command either with "all uppercase" or "all lowercase" characters.

I know it is due to some reason, but I am just curious.