NTFS absolutely supports case sensitivity but, presumably for consistency with FAT and FAT32 (Windows is all about backwards compatibility), and for the sake of Average-Joe-User who’s only interaction with the filesystem is opening Word and Excel docs, it doesn’t by default.
All that said, it can be set on a per-directory basis: https://learn.microsoft.com/en-us/windows/wsl/case-sensitivity
Were you talking about MacOS? It’s been a long time since I last had to use it but I assumed it was case sensitive because it’s Unix based. Uh maybe ignore me then!