Craft CMS shows disabled entry page Entry is disabled
https://monosnap.com/file/l8tgvr5Fxpw0OXPbpcwiI57JmZjL51

But despite that on its address I see its template loaded only without entry data.

I expected to see 'Page Not Found'.
Try adding this to the beginning of your case study entry template:

{% if entry is not defined %}
    {% exit 404 %}
{% endif %}


Do you have a route set up for your case studies? 

I've got routing set up on a client site that has the route /case-studies/* pointing to template /_cs/entry.twig

That makes it try to the load the template, whether or not there's an entry at all. So it needs the extra bit to check if the entry is real/published.