I once tried to install OS X with case sensative filesystem. Turns out Photoshop for OS X does not work in that case. Had to go back to case-insensitive.
Not sure how many other apps have the same issue.
World of Warcraft (and any other Blizzard game) won't run off of a case sensitive filesystem.
Steam also requires case-insensitive filesystem on OSX.
Steam on Linux does not. That probably means that Linux doesn't get any steam games that require a case-insensitive fs even if they would work otherwise (unity3d, monogame, ...), at least if there isn't a special linux version that does not require it.