This isn't a bug, it's a feature.
But there is some workaround for this. There's a hidden setting in the register. So, to enable it:
Start Windows Registry Editor (regedit.exe), browse to HKEY_CURRENT_USER/Software/AllMyBooks node and create DWORD value named "DoNotCapitalizeGenres" there with the value of 1.
This will allow displaying genres exactly in the way you entered.
Bolide Software Support Team