Looking on CTAN, most packages style files are lowercase only. However not all, there are some examples of uppercase file names:
AnonymousPro.sty in https://www.ctan.org/tex-archive/fonts/anonymouspro/tex
GS1 in https://ctan.org/tex-archive/macros/latex/contrib/gs1
Is there any specific reason or just the old days when we only had 8 character names and Windows didn‘t care for case sensitivity?