This drove me crazy for months last year. Doing a case-insensitive backup of all your stuff before reformating just to install an app turned out to be far from trivial.
Because you're used to it from years of using Linux? Or have software from other unix-like platforms which expects a case-sensitive filesystem?
A good example would be MySQL. The case sensitivity of table names is determined by the file system on which MySQL is running.
It's terrible, I know, but if you're developing a webapp which is going to run on a Linux-server you might want to have a case sensitive database locally as well or you could end up with queries that run without a hitch on your dev machine but give a "No such table" error in production. That sucks.
Of course, nowadays, you could just use a Vagrant VM or something similar, but still.