Yes, field names should be case-insensitive, but your quote says nothing about field values. Is what you're saying is that you passed in a value in an case insensitive way, and you think this is wrong?
Nope, I am indeed talking about the header field names -- the corresponding header values are being passed in with the case preserved. Try it for yourself, using something like POSTMAN chrome app and manually construct the POST request and send it to poloniex. You'll find that if you name the header-fields anything other than "Sign" and "Key" then your POST request is rejected. eg. "sIgN" will fail, "KEY" will fail, "sign" will fail etc.