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Capitalization

Am I missing something here?  Why is only the first letter of the first word in the section headings capitalized?  It is not the beginning of a sentence, and I have never heard of a grammatical convention that would allow for the primary words of any title, the title of a section in this case, to begin with a lowercase letter.  A quick look at ""The Chicago Manual of Style"" provides not relief in this matter, so is this just a case of bad grammar?"