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Creating Case Sensitive Table Relationships
I am having trouble making a relationship between two tables. Due to case insensitivity, powerBI thinks that there are repeat entries on both tables and so it will not create the relationship. ...
This case has been discussed here - https://social.technet.microsoft.com/Forums/en-US/f12496b0-7424-44e7-a384-a08694595899/power-query-load-not-maintaining-case-sensitive-data?forum=powerquery
The recommended solution was to create a dimension table as greggyb suggested - http://www.thebiccountant.com/2015/08/17/create-a-dimension-table-with-power-query-avoid-the-bug/
In Power Query you can add an index field to your lookup table, and also merge that index into the fact table.