Power Query converts case during import when it is not asked to do so

Power BI doesn't handle case sensitivity that well after the query stage, at the moment.

The Power Query Editor which is case sensitive – which means that it sees “A” and “a” as different characters.

When this data gets loaded into a Power BI dataset, however, you’ll see the “A”.

Because the main Power BI engine is case insensitive – so for example “a” and “A” are considered as the same character and depending on which is first found “A” or “a” all the remaining rows will have same case as first value.

Indications are that Microsoft may not change this behaviour by the Power BI engine.

Please go through the following links for more detailed explanations.

Chris Webb's BI Blog: Power BI And Case Sensitivity (crossjoin.co.uk)

Letter case-sensitivity in DAX, Power BI and Analysis Services - SQLBI

Check out if the links provide solution to your issue.

Cheers

CheenuSing