A capital and lower case letters are two completely different letters/codes. Bold, italics, underline, etc are all just visual styling applied to those characters. This is not so important of a distinction if you are limiting to one specific character set, but gets a lot more difficult when you start talking about other languages and their character sets. The control would have to know which character set it was operating on and have a map of what its corresponding cap/lower character code is.

In short, that control isn’t common because that juice isn’t usually worth the squeeze.