How can they get away with not storing at least a second hash? I don't see how an all-caps password can be matched to an any cased password, unless you only store the hash to the all-caps password.
Frankly I can't remember the Windows approach ever being useful to me, and more often than not it bites me in the ass because I habitually hit something like shift-i to type "I" and end up with a lowercase i instead.