Всё нормально, исправлять это не нужно.
Nginx при включение HTTP/2 (h2) реализует спецификацию протокола:
RFC 7540 (HTTP Header Fields)Just as in HTTP/1.x, header field names are strings of ASCII characters that are compared in a case-insensitive fashion. However, header field names MUST be converted to lowercase prior to their encoding in HTTP/2. A request or response containing uppercase header field names MUST be treated as malformed.
SPDY Protocol (Name/Value Header Block)Header names... must be all lower case.