XML is uppercase but Http is not. That seems to be inconsistent, though in some coding standards that's a correct naming scheme: acronyms with length less that 4 are named in uppercase (XML, URL) and acronyms with length >= 4 are named as Http. Another example is HttpURLConnection class from the standard Java library.
Clearly you've only started using it in the past few years... It was horrific and totally inconsistent across browsers and between versions about 8 years ago and earlier.
I think they're joking about the capitalization of the name.
Yeah. That's what I was going for ;)
I get it now! Duh.
You've probably started using it more recently, but if you want to see what it used to be like, check out this XMLHttpRequest wrapper and see how many browser bugs it fixes: