OK, This is what I have discovered, and it may be tied to my other report of gallery tag problems, and with the missing photos problem mentioned above. But it is hard to explain. And you have to understand how this "shooting rule" is enforced. If set to 3, it tries to allow three caps in a line and tries to confine them to the beginning of words, but treats things differently if even the first word is all caps (more than three). But I don't believe it is a hard and fast rule as it says it works "by changing all-uppercase titles with at least this many characters to capitalization only on the first letters of some words."
I had my "shouting rule" setting set to 3 when I imported. I had set it once years ago and forgot about it until now. But it appears as if it did a very weird thing on pages with the Category tag/code at the bottom. And continues to do weird things even after the import on new pages when I add the Category bb code and attempt to use caps - in fact it changes the whole page. In essence, this rule is acting on the Category tag, and applying it to the entire page. Again, this is difficult to relate but IMO could be extremely important
For example - If I take away the "shouting rule" and create a page, and do all the text on the page in caps, and type the category as [category]APPLE PIE[/category] it displays true - all in caps - everything.
And as you would expect, if I change the rule back to 3 and save the page again, it all goes to lower case, except the beginning of some of the words in the text on the page.
However, if I keep the "shouting rule" to 3 and save the page again with all caps on the test on the page, and have the category lower case like this [category]apple[/category] - all the text on the page stays as caps.
But if I then change "apple" to "APPLE" everything (including the title of the page) is changed to lower case.
So it is the text within the bb code that the rule is acting on. But the zinger is that when it acts on it, it acts on more than just that which is within the tags, it acts on the whole page. And I assume if there are .JPG or other items like capitalized page titles, or capitalized image/file names it also acts on them. And I can't confirm, but it looks to me as if the import treated these pages as new edits, so if the category is capitalized and the shouting rule is on, funny things happen to the caps and lowercase on the page.
At least I can confirm that all my categories were caps on MediaWiki, and after import they were all changed to lower case, with only the first letter in caps. And that if the rule is changed to 3 and a category is made into caps, then all the caps on the page are affected.